-100.0%
SOXS vs IONQ
+129.9%
-229.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -3.7% |
| 7D | -15.6% | +7.1% | -22.7% | -12.5% |
| 30D | +4.8% | -8.9% | +13.7% | +2.4% |
| 3M | -21.6% | -35.6% | +13.9% | -27.0% |
| 6M | -99.3% | +13.3% | -112.6% | -99.1% |
| YTD | -99.5% | -9.8% | -89.7% | -99.4% |
| 1Y | -99.8% | -1.3% | -98.5% | -99.7% |
| 3Y | -100.0% | +109.3% | -209.2% | -99.9% |
| All | -100.0% | +129.9% | -229.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling