+202.0%
IONQ vs XRT
+50.8%
+151.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.1% | +25.5% |
| 7D | +8.6% | +0.9% | +7.7% | +6.3% |
| 30D | -21.1% | +7.9% | -29.0% | -29.0% |
| 3M | -17.9% | -0.2% | -17.7% | -19.3% |
| 6M | -37.9% | +5.6% | -43.5% | -43.6% |
| YTD | -27.3% | +5.7% | -33.0% | -33.2% |
| 1Y | -43.2% | +14.6% | -57.8% | -52.9% |
| 3Y | +191.0% | +50.7% | +140.3% | +84.7% |
| 5Y | +69.3% | -4.8% | +74.1% | +48.9% |
| All | +202.0% | +50.8% | +151.2% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling