-100.0%
SOXS vs IONQ
+255.2%
-355.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -9.5% |
| 7D | -7.0% | +0.8% | -7.8% | -6.4% |
| 30D | +2.8% | -1.0% | +3.8% | +5.2% |
| 3M | -9.8% | -39.8% | +30.0% | -17.2% |
| 6M | -99.2% | +6.4% | -105.6% | -98.9% |
| YTD | -99.5% | -11.9% | -87.6% | -99.4% |
| 1Y | -99.8% | -6.2% | -93.6% | -99.7% |
| 3Y | -100.0% | +125.7% | -225.7% | -99.9% |
| 5Y | -100.0% | +296.0% | -396.0% | -99.9% |
| All | -100.0% | +255.2% | -355.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling