+265.9%
IONQ vs QS
-90.7%
+356.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | +0.8% | -2.3% | +3.1% | +1.9% |
| 30D | -1.0% | -0.7% | -0.3% | -0.1% |
| 3M | -39.8% | -39.6% | -0.2% | -24.0% |
| 6M | +6.4% | -21.7% | +28.2% | +21.3% |
| YTD | -11.9% | -47.4% | +35.5% | +19.5% |
| 1Y | -6.2% | -28.4% | +22.2% | +7.7% |
| 3Y | +125.7% | -22.6% | +148.3% | +106.0% |
| 5Y | +296.0% | -75.6% | +371.6% | +397.9% |
| All | +265.9% | -90.7% | +356.6% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling