+144.7%
IONQ vs XRT
+53.5%
+91.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -7.2% |
| 7D | -16.7% | +2.3% | -19.0% | -19.4% |
| 30D | -38.9% | +9.8% | -48.7% | -46.0% |
| 3M | -33.8% | -0.2% | -33.6% | -34.6% |
| 6M | -44.9% | +8.4% | -53.3% | -51.3% |
| YTD | -41.1% | +7.5% | -48.6% | -46.7% |
| 1Y | -52.3% | +13.2% | -65.5% | -59.8% |
| 3Y | +128.2% | +52.0% | +76.2% | +43.9% |
| 5Y | +37.2% | -3.2% | +40.3% | +18.7% |
| All | +144.7% | +53.5% | +91.3% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling