+56.9%
IONQ vs SPXL
+97.5%
-40.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.3% | +1.8% |
| 7D | +25.5% | -0.9% | +26.3% | +26.0% |
| 30D | -11.4% | -11.4% | 0.0% | -0.6% |
| 3M | -20.5% | -10.8% | -9.6% | -11.2% |
| 6M | -28.2% | -0.3% | -27.9% | -26.5% |
| YTD | -21.2% | +20.3% | -41.6% | -31.7% |
| 1Y | -40.4% | +24.7% | -65.1% | -49.8% |
| 3Y | +214.7% | +238.6% | -23.9% | +11.2% |
| 5Y | +56.9% | +100.0% | -43.1% | -5.2% |
| All | +56.9% | +97.5% | -40.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling