+52.8%
IONQ vs STLA
-70.1%
+122.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | -4.5% | +13.1% | +11.0% |
| 30D | -21.1% | -3.9% | -17.2% | -20.0% |
| 3M | -17.9% | -20.2% | +2.3% | -8.8% |
| 6M | -37.9% | -42.2% | +4.2% | -17.7% |
| YTD | -27.3% | -59.3% | +32.0% | +12.9% |
| 1Y | -43.2% | -56.1% | +12.9% | -17.1% |
| 3Y | +191.0% | -73.7% | +264.6% | +473.1% |
| All | +52.8% | -70.1% | +122.8% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling