+224.0%
IONQ vs STLA
-63.0%
+286.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.8% |
| 7D | +16.7% | -4.9% | +21.6% | +19.8% |
| 30D | -12.3% | -4.9% | -7.4% | -10.8% |
| 3M | -17.7% | -23.7% | +5.9% | -7.0% |
| 6M | -28.9% | -45.0% | +16.0% | -5.0% |
| YTD | -22.0% | -60.9% | +38.9% | +20.3% |
| 1Y | -36.8% | -58.9% | +22.1% | -6.2% |
| 3Y | +228.2% | -74.4% | +302.7% | +525.9% |
| 5Y | +91.9% | -71.5% | +163.5% | +204.0% |
| All | +224.0% | -63.0% | +286.9% | +377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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