+274.7%
IONQ vs QS
-90.5%
+365.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.5% |
| 7D | +7.1% | +2.2% | +4.9% | +6.1% |
| 30D | -8.9% | -8.1% | -0.9% | -5.0% |
| 3M | -35.6% | -27.0% | -8.5% | -25.4% |
| 6M | +13.3% | -16.4% | +29.7% | +25.4% |
| YTD | -9.8% | -46.4% | +36.5% | +21.2% |
| 1Y | -1.3% | -41.1% | +39.8% | +24.5% |
| 3Y | +109.3% | -18.6% | +127.9% | +86.9% |
| 5Y | +304.7% | -73.0% | +377.7% | +400.5% |
| All | +274.7% | -90.5% | +365.2% | +411.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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