+191.0%
IONQ vs XYZ
+73.8%
+117.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.7% | +21.7% | +22.4% |
| 7D | +8.6% | +12.1% | -3.6% | +0.6% |
| 30D | -21.1% | +12.4% | -33.5% | -26.7% |
| 3M | -17.9% | +8.2% | -26.1% | -22.4% |
| 6M | -37.9% | +20.7% | -58.6% | -45.5% |
| YTD | -27.3% | +31.3% | -58.6% | -39.8% |
| 1Y | -43.2% | +20.5% | -63.7% | -50.9% |
| 3Y | +191.0% | +72.6% | +118.4% | +38.1% |
| All | +191.0% | +73.8% | +117.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling