+224.0%
IONQ vs SPXL
+271.8%
-47.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | 0.0% |
| 7D | +16.7% | -2.9% | +19.5% | +19.4% |
| 30D | -12.3% | -12.4% | +0.1% | -1.0% |
| 3M | -17.7% | -11.8% | -6.0% | -7.6% |
| 6M | -28.9% | -1.4% | -27.5% | -26.5% |
| YTD | -22.0% | +19.0% | -41.0% | -31.0% |
| 1Y | -36.8% | +18.0% | -54.8% | -43.3% |
| 3Y | +228.2% | +220.0% | +8.2% | +30.7% |
| 5Y | +91.9% | +102.6% | -10.6% | +5.0% |
| All | +224.0% | +271.8% | -47.8% | +32.9% |
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