+37.2%
IONQ vs STLD
+268.5%
-231.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.6% | -2.9% | -6.6% |
| 7D | -16.7% | -12.5% | -4.2% | -10.6% |
| 30D | -38.9% | -6.8% | -32.1% | -36.6% |
| 3M | -33.8% | -16.4% | -17.4% | -27.8% |
| 6M | -44.9% | -6.1% | -38.8% | -44.0% |
| YTD | -41.1% | +32.0% | -73.1% | -50.6% |
| 1Y | -52.3% | +45.5% | -97.8% | -62.1% |
| 3Y | +128.2% | +106.5% | +21.7% | +48.8% |
| 5Y | +37.2% | +267.2% | -230.0% | -32.9% |
| All | +37.2% | +268.5% | -231.3% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling