-97.6%
SQQQ vs IONQ
+255.2%
-352.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | 0.0% |
| 7D | -0.9% | +0.8% | -1.8% | -0.5% |
| 30D | -0.3% | -1.0% | +0.7% | +0.6% |
| 3M | +2.7% | -39.8% | +42.5% | -7.7% |
| 6M | -43.8% | +6.4% | -50.3% | -35.9% |
| YTD | -42.9% | -11.9% | -31.0% | -37.3% |
| 1Y | -53.5% | -6.2% | -47.4% | -44.6% |
| 3Y | -89.4% | +125.7% | -215.1% | -72.3% |
| 5Y | -94.7% | +296.0% | -390.7% | -65.5% |
| All | -97.6% | +255.2% | -352.8% | -83.9% |
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