+108.3%
IONQ vs STRL
+484.5%
-376.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | -1.4% |
| 7D | +0.8% | +3.4% | -2.6% | -0.8% |
| 30D | -1.0% | -9.2% | +8.2% | +3.7% |
| 3M | -39.8% | -51.0% | +11.2% | -18.1% |
| 6M | +6.4% | +15.8% | -9.3% | -11.1% |
| YTD | -11.9% | +58.9% | -70.8% | -40.0% |
| 1Y | -6.2% | +68.5% | -74.7% | -38.9% |
| All | +108.3% | +484.5% | -376.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling