-100.0%
SOXS vs IONQ
+281.0%
-381.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | -4.8% |
| 7D | -16.6% | +1.3% | -17.9% | -15.9% |
| 30D | -4.4% | -10.3% | +6.0% | -7.5% |
| 3M | -26.2% | -32.7% | +6.5% | -30.8% |
| 6M | -99.3% | +6.3% | -105.6% | -99.0% |
| YTD | -99.5% | -15.0% | -84.5% | -99.4% |
| 1Y | -99.8% | -13.3% | -86.5% | -99.7% |
| 3Y | -100.0% | +97.2% | -197.2% | -99.9% |
| 5Y | -100.0% | +278.7% | -378.7% | -100.0% |
| All | -100.0% | +281.0% | -381.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling