+274.7%
IONQ vs XYL
+14.3%
+260.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | -0.5% |
| 7D | +7.1% | +1.8% | +5.3% | +5.2% |
| 30D | -8.9% | -9.2% | +0.3% | -0.1% |
| 3M | -35.6% | -0.3% | -35.3% | -37.6% |
| 6M | +13.3% | -11.0% | +24.2% | +22.6% |
| YTD | -9.8% | -19.2% | +9.4% | +6.9% |
| 1Y | -1.3% | -21.2% | +19.9% | +20.8% |
| 3Y | +109.3% | +18.6% | +90.7% | +72.1% |
| 5Y | +304.7% | -14.3% | +319.0% | +328.4% |
| All | +274.7% | +14.3% | +260.4% | +247.7% |
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