+185.7%
IONQ vs STLD
+587.1%
-401.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -9.0% |
| 7D | +16.8% | +6.9% | +9.9% | +13.3% |
| 30D | -11.1% | -1.5% | -9.7% | -10.4% |
| 3M | -31.7% | -9.7% | -22.0% | -28.7% |
| 6M | -44.8% | +2.3% | -47.1% | -46.1% |
| YTD | -31.2% | +41.0% | -72.2% | -42.4% |
| 1Y | -39.1% | +51.8% | -91.0% | -50.7% |
| 3Y | +189.5% | +126.4% | +63.1% | +95.9% |
| 5Y | +53.2% | +285.7% | -232.6% | -12.4% |
| All | +185.7% | +587.1% | -401.3% | +49.1% |
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