+202.0%
IONQ vs STLD
+545.9%
-343.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +23.0% | +23.2% |
| 7D | +8.6% | -11.1% | +19.7% | +14.7% |
| 30D | -21.1% | -4.8% | -16.3% | -19.2% |
| 3M | -17.9% | -14.6% | -3.3% | -12.2% |
| 6M | -37.9% | -7.4% | -30.5% | -36.5% |
| YTD | -27.3% | +32.6% | -59.9% | -37.4% |
| 1Y | -43.2% | +47.3% | -90.5% | -53.4% |
| 3Y | +191.0% | +107.5% | +83.4% | +104.3% |
| 5Y | +69.3% | +268.8% | -199.6% | -0.6% |
| All | +202.0% | +545.9% | -343.9% | +62.0% |
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