+202.0%
IONQ vs STLA
-61.5%
+263.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | -4.5% | +13.1% | +10.9% |
| 30D | -21.1% | -3.9% | -17.2% | -20.1% |
| 3M | -17.9% | -20.2% | +2.3% | -9.3% |
| 6M | -37.9% | -42.2% | +4.2% | -19.0% |
| YTD | -27.3% | -59.3% | +32.0% | +10.0% |
| 1Y | -43.2% | -56.1% | +12.9% | -18.8% |
| 3Y | +191.0% | -73.7% | +264.6% | +446.8% |
| 5Y | +69.3% | -70.3% | +139.6% | +162.6% |
| All | +202.0% | -61.5% | +263.5% | +336.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling