+215.4%
IONQ vs XYL
-0.1%
+215.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -1.1% |
| 7D | +15.3% | -5.9% | +21.2% | +21.1% |
| 30D | -6.1% | -7.3% | +1.2% | -4.0% |
| 3M | -21.6% | -22.5% | +0.9% | -5.1% |
| 6M | -40.1% | -14.4% | -25.7% | -36.1% |
| YTD | -24.1% | -29.4% | +5.3% | -3.0% |
| 1Y | -37.4% | -35.6% | -1.8% | -11.4% |
| 3Y | +219.5% | +0.3% | +219.3% | +191.7% |
| 5Y | +76.9% | -22.3% | +99.3% | +101.1% |
| All | +215.4% | -0.1% | +215.5% | +215.3% |
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