+202.0%
IONQ vs STRL
+1,253.4%
-1,051.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.5% | +19.9% | +21.8% |
| 7D | +8.6% | -26.9% | +35.5% | +23.6% |
| 30D | -21.1% | -52.7% | +31.6% | +9.4% |
| 3M | -17.9% | -52.8% | +35.0% | +13.4% |
| 6M | -37.9% | -71.5% | +33.5% | +5.2% |
| YTD | -27.3% | -17.4% | -9.9% | -32.8% |
| 1Y | -43.2% | -35.0% | -8.2% | -40.5% |
| 3Y | +191.0% | +239.2% | -48.2% | +27.3% |
| 5Y | +69.3% | +830.2% | -760.9% | -56.9% |
| All | +202.0% | +1,253.4% | -1,051.4% | -28.1% |
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