+294.8%
IONQ vs STLA
-62.4%
+357.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | +0.8% | +2.6% | -1.8% | -0.6% |
| 30D | -1.0% | -1.2% | +0.2% | -0.7% |
| 3M | -39.8% | -24.8% | -15.0% | -29.8% |
| 6M | +6.4% | -25.6% | +32.0% | +24.8% |
| YTD | -11.9% | -48.9% | +37.0% | +23.0% |
| 1Y | -6.2% | -38.8% | +32.6% | +13.5% |
| 3Y | +125.7% | -64.5% | +190.2% | +281.1% |
| All | +294.8% | -62.4% | +357.2% | +438.9% |
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