-89.4%
SQQQ vs IONQ
+98.6%
-188.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.8% | +6.6% | -0.8% |
| 7D | -2.7% | +1.3% | -4.0% | -2.2% |
| 30D | +2.4% | -10.3% | +12.7% | +0.1% |
| 3M | -8.0% | -32.7% | +24.7% | -13.9% |
| 6M | -43.9% | +6.3% | -50.3% | -37.6% |
| YTD | -42.2% | -15.0% | -27.2% | -38.0% |
| 1Y | -51.8% | -13.3% | -38.5% | -45.3% |
| All | -89.4% | +98.6% | -188.0% | -77.8% |
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