-42.7%
IONQ vs QS
-42.3%
-0.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.1% | +19.3% | +19.9% |
| 7D | +8.6% | +5.4% | +3.2% | +4.5% |
| 30D | -21.1% | -5.3% | -15.8% | -17.0% |
| 3M | -17.9% | -22.6% | +4.7% | +1.7% |
| All | -42.7% | -42.3% | -0.3% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling