+265.9%
IONQ vs STLD
+599.8%
-333.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | +0.8% | +3.1% | -2.3% | -0.7% |
| 30D | -1.0% | -9.0% | +8.0% | +2.9% |
| 3M | -39.8% | -12.4% | -27.4% | -36.9% |
| 6M | +6.4% | +25.5% | -19.1% | -5.4% |
| YTD | -11.9% | +43.6% | -55.5% | -26.8% |
| 1Y | -6.2% | +87.2% | -93.3% | -31.1% |
| 3Y | +125.7% | +135.2% | -9.5% | +50.1% |
| 5Y | +296.0% | +290.9% | +5.1% | +122.6% |
| All | +265.9% | +599.8% | -333.8% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling