+202.0%
IONQ vs STM
+12.5%
+189.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.4% | +19.0% | +20.2% |
| 7D | +8.6% | -10.7% | +19.3% | +18.2% |
| 30D | -21.1% | -25.7% | +4.6% | -1.9% |
| 3M | -17.9% | -21.6% | +3.7% | -2.2% |
| 6M | -37.9% | -27.8% | -10.1% | -24.2% |
| YTD | -27.3% | +61.8% | -89.1% | -53.7% |
| 1Y | -43.2% | +78.1% | -121.3% | -66.7% |
| 3Y | +191.0% | +4.9% | +186.1% | +140.5% |
| 5Y | +69.3% | -14.3% | +83.5% | +63.7% |
| All | +202.0% | +12.5% | +189.6% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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