+265.9%
IONQ vs SPXL
+313.0%
-47.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +2.4% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | -1.0% | -0.9% | -0.2% | +0.2% |
| 3M | -39.8% | +2.0% | -41.8% | -40.1% |
| 6M | +6.4% | +33.5% | -27.1% | -15.2% |
| YTD | -11.9% | +32.2% | -44.1% | -29.2% |
| 1Y | -6.2% | +48.9% | -55.0% | -31.5% |
| 3Y | +125.7% | +222.9% | -97.2% | -11.9% |
| 5Y | +296.0% | +140.7% | +155.3% | +91.2% |
| All | +265.9% | +313.0% | -47.0% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling