+144.7%
IONQ vs QLD
+151.9%
-7.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -12.7% | +2.2% | +2.9% |
| 7D | -16.7% | -18.6% | +1.9% | +3.0% |
| 30D | -38.9% | -28.3% | -10.7% | -13.3% |
| 3M | -33.8% | -20.4% | -13.4% | -15.5% |
| 6M | -44.9% | -14.3% | -30.7% | -33.9% |
| YTD | -41.1% | +2.8% | -43.9% | -41.1% |
| 1Y | -52.3% | -1.2% | -51.1% | -50.2% |
| 3Y | +128.2% | +135.3% | -7.1% | +3.1% |
| 5Y | +37.2% | +62.6% | -25.4% | -11.4% |
| All | +144.7% | +151.9% | -7.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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