+227.2%
IONQ vs QID
-86.7%
+313.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.8% | +15.2% | +1.1% |
| 7D | +25.5% | -0.8% | +26.2% | +27.5% |
| 30D | -11.4% | +20.1% | -31.5% | +12.3% |
| 3M | -20.5% | +11.8% | -32.3% | -4.8% |
| 6M | -28.2% | +5.5% | -33.8% | -12.1% |
| YTD | -21.2% | -21.5% | +0.3% | -24.9% |
| 1Y | -40.4% | -22.6% | -17.8% | -42.7% |
| 3Y | +214.7% | -72.3% | +287.0% | +57.0% |
| 5Y | +56.9% | -76.9% | +133.8% | +13.7% |
| All | +227.2% | -86.7% | +313.9% | +85.2% |
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