-36.4%
IONQ vs QS
-74.4%
+38.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.3% | -1.5% |
| 7D | -11.5% | -14.0% | +2.6% | +2.4% |
| 30D | -8.1% | -6.4% | -1.7% | -1.6% |
| 3M | -35.8% | -40.3% | +4.5% | +5.0% |
| 6M | -47.7% | -57.5% | +9.8% | +14.3% |
| YTD | -35.6% | -64.7% | +29.0% | +63.8% |
| 1Y | -36.4% | -72.9% | +36.5% | +129.4% |
| All | -36.4% | -74.4% | +38.1% | +129.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling