+135.8%
IONQ vs STM
+0.3%
+135.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -12.4% | +1.9% | -3.1% |
| 7D | -16.7% | -20.1% | +3.4% | -4.9% |
| 30D | -38.9% | -32.0% | -7.0% | -23.3% |
| 3M | -33.8% | -24.2% | -9.6% | -22.1% |
| 6M | -44.9% | -29.9% | -15.0% | -33.2% |
| YTD | -41.1% | +54.9% | -96.0% | -56.3% |
| 1Y | -52.3% | +68.0% | -120.3% | -66.5% |
| All | +135.8% | +0.3% | +135.5% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling