+224.0%
IONQ vs QSR
+53.2%
+170.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +16.7% | +4.5% | +12.2% | +13.9% |
| 30D | -12.3% | +9.4% | -21.7% | -16.6% |
| 3M | -17.7% | +7.5% | -25.2% | -21.4% |
| 6M | -28.9% | -0.8% | -28.1% | -29.8% |
| YTD | -22.0% | +16.9% | -38.9% | -31.2% |
| 1Y | -36.8% | +16.3% | -53.1% | -44.4% |
| 3Y | +228.2% | +25.3% | +203.0% | +163.3% |
| 5Y | +91.9% | +60.4% | +31.6% | +18.7% |
| All | +224.0% | +53.2% | +170.8% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling