+202.0%
IONQ vs XYL
+2.8%
+199.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.6% | +25.3% |
| 7D | +8.6% | +5.9% | +2.7% | +2.2% |
| 30D | -21.1% | -3.9% | -17.2% | -21.8% |
| 3M | -17.9% | -18.7% | +0.8% | -5.0% |
| 6M | -37.9% | -16.9% | -21.1% | -31.4% |
| YTD | -27.3% | -27.4% | +0.1% | -9.4% |
| 1Y | -43.2% | -34.0% | -9.2% | -21.2% |
| 3Y | +191.0% | +5.6% | +185.4% | +153.0% |
| 5Y | +69.3% | -20.6% | +89.8% | +88.9% |
| All | +202.0% | +2.8% | +199.3% | +194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling