+185.7%
IONQ vs QID
-87.1%
+272.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.5% | -9.9% | -8.8% |
| 7D | +16.8% | -11.8% | +28.6% | +3.3% |
| 30D | -11.1% | +14.2% | -25.4% | +6.6% |
| 3M | -31.7% | +8.8% | -40.5% | -20.7% |
| 6M | -44.8% | +1.5% | -46.3% | -35.2% |
| YTD | -31.2% | -23.8% | -7.4% | -36.5% |
| 1Y | -39.1% | -22.0% | -17.1% | -41.0% |
| 3Y | +189.5% | -71.9% | +261.4% | +46.4% |
| 5Y | +53.2% | -77.6% | +130.7% | +7.0% |
| All | +185.7% | -87.1% | +272.8% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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