+265.9%
IONQ vs XYZ
-62.8%
+328.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.7% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | -1.0% | -1.7% | +0.7% | -0.4% |
| 3M | -39.8% | +16.7% | -56.6% | -45.6% |
| 6M | +6.4% | +26.9% | -20.4% | -8.5% |
| YTD | -11.9% | +27.1% | -39.1% | -25.5% |
| 1Y | -6.2% | +9.3% | -15.4% | -13.7% |
| 3Y | +125.7% | +42.3% | +83.4% | +62.6% |
| 5Y | +296.0% | -69.3% | +365.3% | +407.4% |
| All | +265.9% | -62.8% | +328.7% | +343.0% |
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