+185.7%
IONQ vs QSR
+48.9%
+136.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -8.7% |
| 7D | +16.8% | -3.9% | +20.7% | +18.9% |
| 30D | -11.1% | +5.9% | -17.1% | -14.1% |
| 3M | -31.7% | +1.7% | -33.4% | -32.9% |
| 6M | -44.8% | -1.9% | -42.9% | -45.1% |
| YTD | -31.2% | +13.6% | -44.9% | -38.4% |
| 1Y | -39.1% | +13.1% | -52.3% | -45.7% |
| 3Y | +189.5% | +21.8% | +167.7% | +135.5% |
| 5Y | +53.2% | +57.2% | -4.1% | -4.0% |
| All | +185.7% | +48.9% | +136.8% | +73.7% |
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