+294.8%
IONQ vs XYL
-17.7%
+312.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +3.4% |
| 7D | +0.8% | -5.0% | +5.9% | +6.4% |
| 30D | -1.0% | -13.2% | +12.2% | +14.4% |
| 3M | -39.8% | -3.7% | -36.1% | -39.7% |
| 6M | +6.4% | -17.7% | +24.1% | +26.1% |
| YTD | -11.9% | -21.5% | +9.6% | +8.6% |
| 1Y | -6.2% | -24.5% | +18.3% | +21.7% |
| 3Y | +125.7% | +6.9% | +118.8% | +99.1% |
| All | +294.8% | -17.7% | +312.5% | +555.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling