+214.7%
IONQ vs SPXL
+227.9%
-13.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.3% | +1.2% |
| 7D | +25.5% | -0.9% | +26.3% | +25.9% |
| 30D | -11.4% | -11.4% | 0.0% | +0.3% |
| 3M | -20.5% | -10.8% | -9.6% | -10.5% |
| 6M | -28.2% | -0.3% | -27.9% | -26.6% |
| YTD | -21.2% | +20.3% | -41.6% | -32.6% |
| 1Y | -40.4% | +24.7% | -65.1% | -50.6% |
| 3Y | +214.7% | +238.6% | -23.9% | +11.4% |
| All | +214.7% | +227.9% | -13.2% | +11.4% |
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