+202.0%
IONQ vs QID
-85.7%
+287.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.5% | +26.0% | +20.7% |
| 7D | +8.6% | +9.4% | -0.8% | +21.9% |
| 30D | -21.1% | +31.2% | -52.3% | +9.4% |
| 3M | -17.9% | +17.4% | -35.3% | +3.2% |
| 6M | -37.9% | +8.4% | -46.4% | -22.1% |
| YTD | -27.3% | -15.8% | -11.5% | -25.8% |
| 1Y | -43.2% | -16.3% | -26.9% | -41.1% |
| 3Y | +191.0% | -70.4% | +261.4% | +54.9% |
| 5Y | +69.3% | -74.8% | +144.1% | +32.7% |
| All | +202.0% | -85.7% | +287.8% | +83.2% |
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 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