+185.7%
IONQ vs XYZ
-63.0%
+248.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -6.9% |
| 7D | +16.8% | -2.1% | +18.9% | +18.8% |
| 30D | -11.1% | +7.0% | -18.2% | -15.2% |
| 3M | -31.7% | +5.1% | -36.8% | -34.4% |
| 6M | -44.8% | +14.1% | -58.8% | -49.8% |
| YTD | -31.2% | +26.4% | -57.6% | -42.0% |
| 1Y | -39.1% | +25.1% | -64.2% | -48.6% |
| 3Y | +189.5% | +59.7% | +129.8% | +93.8% |
| 5Y | +53.2% | -63.8% | +117.0% | +93.3% |
| All | +185.7% | -63.0% | +248.8% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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