+227.2%
IONQ vs XYL
+4.3%
+223.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.9% | +7.1% |
| 7D | +25.5% | +2.1% | +23.4% | +22.6% |
| 30D | -11.4% | -3.4% | -8.0% | -12.5% |
| 3M | -20.5% | -17.2% | -3.3% | -9.3% |
| 6M | -28.2% | -12.0% | -16.2% | -25.1% |
| YTD | -21.2% | -26.3% | +5.1% | -3.0% |
| 1Y | -40.4% | -33.5% | -6.9% | -17.6% |
| 3Y | +214.7% | +6.4% | +208.3% | +172.3% |
| 5Y | +56.9% | -20.9% | +77.8% | +75.0% |
| All | +227.2% | +4.3% | +223.0% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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