+265.9%
IONQ vs QLD
+216.0%
+49.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +0.9% |
| 7D | +0.8% | +0.6% | +0.3% | +0.3% |
| 30D | -1.0% | -0.1% | -0.9% | -0.1% |
| 3M | -39.8% | -8.4% | -31.4% | -33.1% |
| 6M | +6.4% | +32.2% | -25.8% | -18.0% |
| YTD | -11.9% | +28.9% | -40.8% | -30.4% |
| 1Y | -6.2% | +43.8% | -50.0% | -33.2% |
| 3Y | +125.7% | +176.6% | -50.9% | -13.6% |
| 5Y | +296.0% | +121.6% | +174.4% | +91.6% |
| All | +265.9% | +216.0% | +49.9% | +45.9% |
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