+52.8%
IONQ vs QS
-86.5%
+139.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.1% | +19.3% | +21.2% |
| 7D | +8.6% | +5.4% | +3.2% | +6.0% |
| 30D | -21.1% | -5.3% | -15.8% | -18.1% |
| 3M | -17.9% | -22.6% | +4.7% | -4.7% |
| 6M | -37.9% | -46.2% | +8.2% | -13.0% |
| YTD | -27.3% | -58.9% | +31.6% | +17.8% |
| 1Y | -43.2% | -73.1% | +29.9% | +14.1% |
| 3Y | +191.0% | -27.2% | +218.2% | +149.6% |
| All | +52.8% | -86.5% | +139.3% | +221.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling