+167.4%
IONQ vs QSR
+48.8%
+118.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -11.5% | -2.9% | -8.5% | -10.1% |
| 30D | -8.1% | +4.1% | -12.2% | -10.3% |
| 3M | -35.8% | -0.7% | -35.1% | -36.1% |
| 6M | -47.7% | +0.4% | -48.2% | -48.8% |
| YTD | -35.6% | +13.5% | -49.2% | -42.3% |
| 1Y | -36.4% | +11.0% | -47.4% | -42.5% |
| 3Y | +150.0% | +22.0% | +128.1% | +103.2% |
| 5Y | +43.3% | +57.1% | -13.7% | -10.1% |
| All | +167.4% | +48.8% | +118.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling