+52.5%
SOXX vs IONQ
-47.0%
+99.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.8% |
| 7D | -13.7% | -8.9% | -4.8% | -11.6% |
| 30D | -23.6% | -31.3% | +7.7% | -16.6% |
| 3M | -16.9% | -29.2% | +12.3% | -10.4% |
| 6M | -2.4% | -35.4% | +33.0% | +8.1% |
| YTD | +49.8% | -34.2% | +84.0% | +62.4% |
| 1Y | +52.5% | -44.7% | +97.2% | +68.5% |
| All | +52.5% | -47.0% | +99.6% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling