+48.8%
SOXL vs IONQ
-41.6%
+90.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -6.4% | -4.6% | -5.9% |
| 7D | +26.9% | -11.5% | +38.3% | +39.7% |
| 30D | -47.2% | -8.1% | -39.2% | -40.9% |
| 3M | -59.9% | -35.8% | -24.1% | -41.7% |
| 6M | -68.3% | -47.7% | -20.6% | -43.9% |
| YTD | +38.8% | -35.6% | +74.5% | +117.6% |
| 1Y | +48.8% | -36.4% | +85.2% | +129.6% |
| All | +48.8% | -41.6% | +90.4% | +129.6% |
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 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