+294.8%
IONQ vs STM
+20.8%
+274.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | -0.1% |
| 7D | +0.8% | +5.8% | -5.0% | -3.4% |
| 30D | -1.0% | -1.0% | 0.0% | +0.3% |
| 3M | -39.8% | -33.3% | -6.6% | -20.0% |
| 6M | +6.4% | +57.4% | -50.9% | -29.6% |
| YTD | -11.9% | +102.2% | -114.1% | -53.5% |
| 1Y | -6.2% | +99.6% | -105.7% | -51.4% |
| 3Y | +125.7% | +14.5% | +111.2% | +83.0% |
| All | +294.8% | +20.8% | +274.0% | +214.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling