+274.7%
IONQ vs SPXL
+306.1%
-31.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.9% |
| 7D | +7.1% | +1.5% | +5.7% | +5.7% |
| 30D | -8.9% | -3.7% | -5.2% | -5.6% |
| 3M | -35.6% | +8.1% | -43.7% | -39.4% |
| 6M | +13.3% | +39.0% | -25.8% | -12.8% |
| YTD | -9.8% | +29.9% | -39.7% | -26.4% |
| 1Y | -1.3% | +46.6% | -47.9% | -27.0% |
| 3Y | +109.3% | +230.5% | -121.3% | -19.7% |
| 5Y | +304.7% | +140.2% | +164.5% | +97.2% |
| All | +274.7% | +306.1% | -31.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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