+227.2%
IONQ vs STRL
+1,456.0%
-1,228.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.0% | -6.6% | +1.5% |
| 7D | +25.5% | -13.3% | +38.8% | +31.8% |
| 30D | -11.4% | -43.3% | +31.9% | +12.9% |
| 3M | -20.5% | -46.9% | +26.4% | +3.8% |
| 6M | -28.2% | -65.6% | +37.4% | +11.4% |
| YTD | -21.2% | -5.1% | -16.2% | -31.8% |
| 1Y | -40.4% | -23.1% | -17.3% | -42.3% |
| 3Y | +214.7% | +346.8% | -132.1% | +22.7% |
| 5Y | +56.9% | +907.2% | -850.3% | -62.1% |
| All | +227.2% | +1,456.0% | -1,228.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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