+185.7%
IONQ vs QS
-93.4%
+279.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.8% | -1.6% | -5.7% |
| 7D | +16.8% | -5.6% | +22.4% | +20.6% |
| 30D | -11.1% | -5.8% | -5.3% | -7.8% |
| 3M | -31.7% | -39.2% | +7.5% | -13.0% |
| 6M | -44.8% | -53.9% | +9.2% | -20.2% |
| YTD | -31.2% | -62.8% | +31.5% | +10.4% |
| 1Y | -39.1% | -73.5% | +34.4% | +13.7% |
| 3Y | +189.5% | -29.1% | +218.6% | +178.2% |
| 5Y | +53.2% | -90.0% | +143.2% | +147.4% |
| All | +185.7% | -93.4% | +279.1% | +366.1% |
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