+74.1%
QBTS vs IONS
+22.5%
+51.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.4% | +8.9% | +7.2% |
| 7D | +6.8% | -5.3% | +12.1% | +8.2% |
| 30D | -14.9% | +0.3% | -15.1% | -15.2% |
| 3M | -31.6% | -22.9% | -8.7% | -28.3% |
| 6M | -4.9% | -23.4% | +18.5% | -0.1% |
| YTD | -32.4% | -28.3% | -4.1% | -27.7% |
| 1Y | +14.6% | -7.0% | +21.6% | +15.5% |
| 3Y | +1,839.6% | +37.6% | +1,802.0% | +1,600.2% |
| 5Y | +81.2% | +53.4% | +27.8% | +58.1% |
| All | +74.1% | +22.5% | +51.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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