+167.4%
IONQ vs STRL
+1,465.3%
-1,297.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.4% | -5.0% |
| 7D | -11.5% | +15.7% | -27.1% | -17.3% |
| 30D | -8.1% | -35.5% | +27.4% | +10.1% |
| 3M | -35.8% | -47.1% | +11.3% | -16.1% |
| 6M | -47.7% | -65.8% | +18.0% | -18.8% |
| YTD | -35.6% | -4.5% | -31.1% | -44.4% |
| 1Y | -36.4% | -10.5% | -25.9% | -43.0% |
| 3Y | +150.0% | +340.6% | -190.6% | -1.9% |
| 5Y | +43.3% | +911.0% | -867.7% | -65.5% |
| All | +167.4% | +1,465.3% | -1,297.8% | -40.6% |
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