+341.2%
SOXX vs IONQ
+242.8%
+98.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.8% | +6.4% | +1.7% |
| 7D | +6.1% | +1.3% | +4.8% | +5.8% |
| 30D | +0.5% | -10.3% | +10.8% | +2.2% |
| 3M | -5.3% | -32.7% | +27.4% | +0.7% |
| 6M | +58.3% | +6.3% | +52.0% | +54.6% |
| YTD | +76.8% | -15.0% | +91.8% | +76.8% |
| 1Y | +114.6% | -13.3% | +127.9% | +109.2% |
| 3Y | +229.6% | +97.2% | +132.4% | +136.9% |
| 5Y | +257.3% | +278.7% | -21.4% | +84.8% |
| All | +341.2% | +242.8% | +98.4% | +124.9% |
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 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