+191.0%
IONQ vs QS
-30.4%
+221.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.1% | +19.3% | +21.4% |
| 7D | +8.6% | +5.4% | +3.2% | +6.3% |
| 30D | -21.1% | -5.3% | -15.8% | -18.4% |
| 3M | -17.9% | -22.6% | +4.7% | -6.2% |
| 6M | -37.9% | -46.2% | +8.2% | -16.4% |
| YTD | -27.3% | -58.9% | +31.6% | +9.9% |
| 1Y | -43.2% | -73.1% | +29.9% | +1.3% |
| 3Y | +191.0% | -27.2% | +218.2% | +187.5% |
| All | +191.0% | -30.4% | +221.4% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling