+265.9%
IONQ vs QID
-87.9%
+353.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +0.9% |
| 7D | +0.8% | -0.6% | +1.4% | +0.3% |
| 30D | -1.0% | 0.0% | -1.0% | +0.3% |
| 3M | -39.8% | +3.7% | -43.5% | -32.1% |
| 6M | +6.4% | -29.9% | +36.3% | -15.7% |
| YTD | -11.9% | -28.8% | +16.9% | -28.0% |
| 1Y | -6.2% | -37.2% | +31.0% | -29.6% |
| 3Y | +125.7% | -73.7% | +199.4% | +3.7% |
| 5Y | +296.0% | -80.7% | +376.7% | +135.2% |
| All | +265.9% | -87.9% | +353.8% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling