+278.7%
IONQ vs UVXY
-99.7%
+378.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.5% | -8.3% | -4.9% |
| 7D | +1.3% | +2.3% | -1.0% | +2.2% |
| 30D | -10.3% | -15.0% | +4.7% | -14.8% |
| 3M | -32.7% | -39.8% | +7.1% | -42.1% |
| 6M | +6.3% | -60.0% | +66.4% | -16.6% |
| YTD | -15.0% | -48.8% | +33.8% | -24.5% |
| 1Y | -13.3% | -67.3% | +54.0% | -30.4% |
| 3Y | +97.2% | -94.8% | +192.0% | +43.0% |
| 5Y | +278.7% | -99.7% | +378.4% | +55.2% |
| All | +278.7% | -99.7% | +378.4% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling