-100.0%
SOXS vs IONQ
+230.3%
-330.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.7% |
| 7D | -4.7% | -7.0% | +2.3% | -8.0% |
| 30D | +7.7% | -18.7% | +26.4% | -1.0% |
| 3M | -10.2% | -36.6% | +26.5% | -18.5% |
| 6M | -99.2% | +7.2% | -106.4% | -98.9% |
| YTD | -99.5% | -18.1% | -81.4% | -99.4% |
| 1Y | -99.8% | -21.9% | -77.9% | -99.7% |
| 3Y | -100.0% | +86.7% | -186.7% | -99.9% |
| 5Y | -100.0% | +267.5% | -367.5% | -99.9% |
| All | -100.0% | +230.3% | -330.3% | -100.0% |
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 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