+357.4%
SOXL vs IONQ
-4.1%
+361.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.3% | +8.6% | +9.1% |
| 7D | +5.3% | +0.8% | +4.5% | +4.9% |
| 30D | -11.2% | -1.0% | -10.2% | -10.3% |
| 3M | -55.4% | -39.8% | -15.5% | -37.3% |
| 6M | +107.1% | +6.4% | +100.7% | +127.3% |
| YTD | +179.0% | -11.9% | +191.0% | +222.8% |
| 1Y | +357.4% | -6.2% | +363.5% | +504.0% |
| All | +357.4% | -4.1% | +361.5% | +504.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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