-97.5%
SQQQ vs IONQ
+230.3%
-327.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.7% |
| 7D | +1.8% | -7.0% | +8.8% | -0.6% |
| 30D | +4.2% | -18.7% | +22.8% | -1.9% |
| 3M | -3.3% | -36.6% | +33.3% | -12.8% |
| 6M | -43.6% | +7.2% | -50.9% | -35.6% |
| YTD | -41.9% | -18.1% | -23.8% | -37.6% |
| 1Y | -50.6% | -21.9% | -28.7% | -44.8% |
| 3Y | -89.3% | +86.7% | -176.0% | -74.1% |
| 5Y | -94.8% | +267.5% | -362.3% | -67.1% |
| All | -97.5% | +230.3% | -327.9% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling