+226.8%
SOXX vs IONQ
+91.4%
+135.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | -7.0% | +8.4% | +2.6% |
| 30D | -3.6% | -18.7% | +15.1% | -0.4% |
| 3M | -10.2% | -36.6% | +26.5% | -4.0% |
| 6M | +54.2% | +7.2% | +47.0% | +51.6% |
| YTD | +75.2% | -18.1% | +93.3% | +76.9% |
| 1Y | +107.5% | -21.9% | +129.4% | +107.0% |
| 3Y | +226.8% | +86.7% | +140.0% | +141.1% |
| All | +226.8% | +91.4% | +135.4% | +141.1% |
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