-36.4%
IONQ vs UVXY
-65.0%
+28.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.7% | -10.1% | -5.2% |
| 7D | -11.5% | -22.1% | +10.6% | -17.5% |
| 30D | -8.1% | +8.2% | -16.3% | +0.6% |
| 3M | -35.8% | -12.3% | -23.5% | -34.1% |
| 6M | -47.7% | -51.0% | +3.3% | -54.0% |
| YTD | -35.6% | -49.9% | +14.3% | -37.6% |
| 1Y | -36.4% | -67.7% | +31.3% | -51.1% |
| All | -36.4% | -65.0% | +28.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling