+173.5%
IONQ vs STLD
+595.8%
-422.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.1% |
| 7D | -8.9% | -3.9% | -5.0% | -7.3% |
| 30D | -31.3% | -0.4% | -30.9% | -31.2% |
| 3M | -29.2% | -9.2% | -20.0% | -26.5% |
| 6M | -35.4% | +5.0% | -40.4% | -37.7% |
| YTD | -34.2% | +42.8% | -77.0% | -45.3% |
| 1Y | -44.7% | +60.1% | -104.7% | -56.4% |
| 3Y | +155.1% | +123.5% | +31.6% | +72.8% |
| 5Y | +79.8% | +302.0% | -222.2% | +1.7% |
| All | +173.5% | +595.8% | -422.3% | +41.5% |
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