+76.9%
IONQ vs QLD
+89.9%
-12.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -7.7% |
| 7D | +15.3% | -1.2% | +16.5% | +16.4% |
| 30D | -6.1% | -15.7% | +9.6% | +13.1% |
| 3M | -21.6% | -10.0% | -11.6% | -11.7% |
| 6M | -40.1% | -11.2% | -28.9% | -30.7% |
| YTD | -24.1% | +16.4% | -40.4% | -34.0% |
| 1Y | -37.4% | +12.7% | -50.1% | -43.1% |
| 3Y | +219.5% | +152.3% | +67.2% | +26.8% |
| 5Y | +76.9% | +91.8% | -14.8% | +11.6% |
| All | +76.9% | +89.9% | -12.9% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling