+227.2%
IONQ vs STLA
-61.6%
+288.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.6% | +8.5% |
| 7D | +25.5% | -6.4% | +31.8% | +29.5% |
| 30D | -11.4% | -1.3% | -10.1% | -11.5% |
| 3M | -20.5% | -19.9% | -0.5% | -12.3% |
| 6M | -28.2% | -42.9% | +14.7% | -5.8% |
| YTD | -21.2% | -59.4% | +38.2% | +19.3% |
| 1Y | -40.4% | -56.8% | +16.5% | -13.8% |
| 3Y | +214.7% | -73.1% | +287.8% | +482.8% |
| 5Y | +56.9% | -70.1% | +126.9% | +143.1% |
| All | +227.2% | -61.6% | +288.8% | +373.0% |
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