-36.4%
IONQ vs STLA
-64.5%
+28.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.2% |
| 7D | -11.5% | -13.8% | +2.3% | -9.2% |
| 30D | -8.1% | -10.5% | +2.5% | -6.5% |
| 3M | -35.8% | -28.9% | -6.9% | -32.2% |
| 6M | -47.7% | -49.7% | +2.0% | -41.6% |
| YTD | -35.6% | -64.9% | +29.3% | -27.8% |
| 1Y | -36.4% | -64.0% | +27.6% | -31.4% |
| All | -36.4% | -64.5% | +28.1% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling