+173.5%
IONQ vs QLD
+188.6%
-15.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -3.5% |
| 7D | -8.9% | -9.4% | +0.5% | +1.0% |
| 30D | -31.3% | -17.1% | -14.2% | -16.0% |
| 3M | -29.2% | -10.4% | -18.8% | -19.8% |
| 6M | -35.4% | +0.7% | -36.2% | -34.3% |
| YTD | -34.2% | +17.7% | -51.9% | -42.8% |
| 1Y | -44.7% | +14.7% | -59.3% | -50.4% |
| 3Y | +155.1% | +169.6% | -14.5% | +0.3% |
| 5Y | +79.8% | +86.7% | -6.9% | +0.9% |
| All | +173.5% | +188.6% | -15.1% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling