+227.2%
IONQ vs QLD
+175.9%
+51.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.8% | +1.5% | +1.2% |
| 7D | +25.5% | -1.4% | +26.9% | +27.5% |
| 30D | -11.4% | -19.6% | +8.2% | +11.9% |
| 3M | -20.5% | -14.1% | -6.3% | -5.9% |
| 6M | -28.2% | -13.6% | -14.6% | -14.4% |
| YTD | -21.2% | +12.5% | -33.8% | -28.1% |
| 1Y | -40.4% | +13.1% | -53.5% | -45.6% |
| 3Y | +214.7% | +154.7% | +60.0% | +31.4% |
| 5Y | +56.9% | +81.1% | -24.2% | -8.3% |
| All | +227.2% | +175.9% | +51.3% | +50.8% |
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