+224.0%
IONQ vs XYZ
-61.5%
+285.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +1.1% |
| 7D | +16.7% | +12.6% | +4.1% | +7.6% |
| 30D | -12.3% | +10.8% | -23.1% | -18.1% |
| 3M | -17.7% | +8.4% | -26.1% | -22.5% |
| 6M | -28.9% | +14.3% | -43.3% | -35.8% |
| YTD | -22.0% | +31.5% | -53.5% | -36.0% |
| 1Y | -36.8% | +28.1% | -64.9% | -47.5% |
| 3Y | +228.2% | +66.2% | +162.1% | +114.1% |
| 5Y | +91.9% | -62.3% | +154.3% | +136.0% |
| All | +224.0% | -61.5% | +285.5% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling