+224.0%
IONQ vs XRT
+55.8%
+168.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +16.7% | +4.1% | +12.6% | +10.7% |
| 30D | -12.3% | +9.9% | -22.2% | -22.6% |
| 3M | -17.7% | +2.3% | -20.0% | -21.4% |
| 6M | -28.9% | +9.6% | -38.5% | -38.2% |
| YTD | -22.0% | +9.1% | -31.2% | -30.9% |
| 1Y | -36.8% | +16.2% | -53.0% | -48.4% |
| 3Y | +228.2% | +60.1% | +168.2% | +94.9% |
| 5Y | +91.9% | -0.5% | +92.4% | +62.1% |
| All | +224.0% | +55.8% | +168.2% | +178.0% |
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