-100.0%
SOXS vs IONQ
+159.6%
-259.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -6.4% | +17.5% | +7.7% |
| 7D | -28.4% | -11.5% | -17.0% | -31.8% |
| 30D | +19.4% | -8.1% | +27.5% | +24.2% |
| 3M | +28.2% | -35.8% | +63.9% | +16.0% |
| 6M | -37.7% | -47.7% | +10.0% | -39.5% |
| YTD | -91.6% | -35.6% | -56.0% | -89.9% |
| 1Y | -93.1% | -36.4% | -56.7% | -91.4% |
| 3Y | -99.7% | +150.0% | -249.7% | -98.3% |
| 5Y | -99.9% | +43.3% | -143.3% | -99.2% |
| All | -100.0% | +159.6% | -259.6% | -99.7% |
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