+191.0%
IONQ vs STM
+4.7%
+186.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.4% | +19.0% | +20.7% |
| 7D | +8.6% | -10.7% | +19.3% | +16.6% |
| 30D | -21.1% | -25.7% | +4.6% | -5.5% |
| 3M | -17.9% | -21.6% | +3.7% | -4.9% |
| 6M | -37.9% | -27.8% | -10.1% | -25.8% |
| YTD | -27.3% | +61.8% | -89.1% | -47.3% |
| 1Y | -43.2% | +78.1% | -121.3% | -61.4% |
| 3Y | +191.0% | +4.9% | +186.1% | +156.3% |
| All | +191.0% | +4.7% | +186.2% | +156.3% |
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