+227.2%
IONQ vs STLD
+559.4%
-332.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +7.4% |
| 7D | +25.5% | -9.7% | +35.1% | +31.6% |
| 30D | -11.4% | -4.5% | -6.9% | -9.4% |
| 3M | -20.5% | -13.1% | -7.4% | -15.5% |
| 6M | -28.2% | -2.8% | -25.5% | -28.3% |
| YTD | -21.2% | +35.3% | -56.6% | -32.7% |
| 1Y | -40.4% | +51.4% | -91.8% | -51.7% |
| 3Y | +214.7% | +117.9% | +96.8% | +116.8% |
| 5Y | +56.9% | +272.6% | -215.7% | -8.6% |
| All | +227.2% | +559.4% | -332.2% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling