I'm assuming you're using an array, since you talk about quicksort, so just adding an element would involve finding the place to insert it (O(log n)) and then actually inserting it (O(n)) for a total cost of O(n). Just appending it to the end and then resorting the entire list is definitely the wrong way to go.
However, if this is to be a frequent operation (i.e. if you have to keep adding elements while maintaining the sorted property) you'll incur an O(n^2) cost of adding another n elements to the list. If you change your representation to a balanced binary tree, that drops to O(n log n) for another n inserts, but finding an element by index will become O(n). If you never need to do this, but just iterate over the elements in order, the tree is definitely the way to go.
Of possible interest is the indexable skiplist which, for a slight storage cost, has O(log n) inserts, deletes, searches and lookups-by-index. Give it a look, it might be just what you're looking for here.