+76.9%
IONQ vs STLA
-72.6%
+149.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.9% | -0.8% |
| 7D | +15.3% | -11.6% | +26.9% | +23.4% |
| 30D | -6.1% | -6.2% | +0.1% | -3.8% |
| 3M | -21.6% | -24.6% | +3.0% | -10.2% |
| 6M | -40.1% | -44.9% | +4.8% | -18.3% |
| YTD | -24.1% | -62.3% | +38.2% | +23.0% |
| 1Y | -37.4% | -61.8% | +24.4% | -0.2% |
| 3Y | +219.5% | -75.3% | +294.9% | +553.8% |
| 5Y | +76.9% | -72.5% | +149.5% | +174.4% |
| All | +76.9% | -72.6% | +149.5% | +174.4% |
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 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