+278.7%
IONQ vs QSR
+43.4%
+235.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -4.8% |
| 7D | +1.3% | -2.4% | +3.7% | +2.8% |
| 30D | -10.3% | +5.7% | -16.0% | -13.3% |
| 3M | -32.7% | +6.9% | -39.7% | -36.1% |
| 6M | +6.3% | +6.9% | -0.5% | -0.8% |
| YTD | -15.0% | +14.9% | -29.9% | -25.1% |
| 1Y | -13.3% | +29.1% | -42.4% | -31.1% |
| 3Y | +97.2% | +26.1% | +71.1% | +48.3% |
| 5Y | +278.7% | +42.3% | +236.4% | +105.6% |
| All | +278.7% | +43.4% | +235.3% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling