+91.9%
IONQ vs QSR
+58.9%
+33.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +16.7% | +4.5% | +12.2% | +13.5% |
| 30D | -12.3% | +9.4% | -21.7% | -17.2% |
| 3M | -17.7% | +7.5% | -25.2% | -22.0% |
| 6M | -28.9% | -0.8% | -28.1% | -29.9% |
| YTD | -22.0% | +16.9% | -38.9% | -32.7% |
| 1Y | -36.8% | +16.3% | -53.1% | -45.7% |
| 3Y | +228.2% | +25.3% | +203.0% | +146.8% |
| 5Y | +91.9% | +60.4% | +31.6% | -4.6% |
| All | +91.9% | +58.9% | +33.1% | -4.6% |
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