-37.4%
IONQ vs STLA
-61.0%
+23.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -2.1% |
| 7D | +15.3% | -11.6% | +26.9% | +17.6% |
| 30D | -6.1% | -6.2% | +0.1% | -5.3% |
| 3M | -21.6% | -24.6% | +3.0% | -18.1% |
| 6M | -40.1% | -44.9% | +4.8% | -34.0% |
| YTD | -24.1% | -62.3% | +38.2% | -15.5% |
| 1Y | -37.4% | -61.8% | +24.4% | -33.3% |
| All | -37.4% | -61.0% | +23.6% | -33.3% |
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