+289.2%
SOXL vs IONQ
+231.1%
+58.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.6% | -6.3% |
| 7D | +8.5% | -5.6% | +14.0% | +11.6% |
| 30D | -13.0% | -15.2% | +2.2% | -5.2% |
| 3M | -35.9% | -34.9% | -1.0% | -17.2% |
| 6M | +112.1% | +4.9% | +107.2% | +121.4% |
| YTD | +175.4% | -17.9% | +193.3% | +211.6% |
| 1Y | +304.9% | -16.0% | +320.9% | +333.5% |
| 3Y | +448.6% | +90.5% | +358.1% | +167.1% |
| 5Y | +156.1% | +268.4% | -112.3% | -44.4% |
| All | +289.2% | +231.1% | +58.1% | -14.6% |
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