+150.0%
IONQ vs SPXL
+228.0%
-78.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.2% |
| 7D | -11.5% | +7.4% | -18.9% | -17.8% |
| 30D | -8.1% | -7.8% | -0.3% | -0.3% |
| 3M | -35.8% | -11.9% | -23.9% | -26.8% |
| 6M | -47.7% | -1.7% | -46.0% | -45.9% |
| YTD | -35.6% | +20.8% | -56.4% | -45.4% |
| 1Y | -36.4% | +25.0% | -61.4% | -47.5% |
| 3Y | +150.0% | +226.1% | -76.1% | -28.8% |
| All | +150.0% | +228.0% | -78.0% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling