+96.2%
SOXL vs IONQ
+159.6%
-63.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -6.4% | -4.6% | -7.7% |
| 7D | +26.9% | -11.5% | +38.3% | +35.5% |
| 30D | -47.2% | -8.1% | -39.2% | -42.7% |
| 3M | -59.9% | -35.8% | -24.1% | -47.5% |
| 6M | -68.3% | -47.7% | -20.6% | -51.1% |
| YTD | +38.8% | -35.6% | +74.5% | +85.4% |
| 1Y | +48.8% | -36.4% | +85.2% | +97.2% |
| 3Y | +196.5% | +150.0% | +46.5% | +32.0% |
| 5Y | -5.0% | +43.3% | -48.4% | -62.5% |
| All | +96.2% | +159.6% | -63.4% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling