+167.4%
IONQ vs STLD
+564.8%
-397.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.2% | -3.2% | -4.9% |
| 7D | -11.5% | +2.9% | -14.4% | -12.5% |
| 30D | -8.1% | -5.6% | -2.5% | -5.4% |
| 3M | -35.8% | -11.7% | -24.1% | -32.2% |
| 6M | -47.7% | -2.8% | -45.0% | -47.8% |
| YTD | -35.6% | +36.4% | -72.1% | -45.2% |
| 1Y | -36.4% | +50.0% | -86.4% | -48.2% |
| 3Y | +150.0% | +122.3% | +27.7% | +71.1% |
| 5Y | +43.3% | +273.2% | -229.9% | -16.7% |
| All | +167.4% | +564.8% | -397.4% | +41.7% |
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