+52.8%
IONQ vs STRL
+779.4%
-726.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.5% | +19.9% | +21.8% |
| 7D | +8.6% | -26.9% | +35.5% | +24.3% |
| 30D | -21.1% | -52.7% | +31.6% | +11.1% |
| 3M | -17.9% | -52.8% | +35.0% | +15.2% |
| 6M | -37.9% | -71.5% | +33.5% | +8.0% |
| YTD | -27.3% | -17.4% | -9.9% | -34.5% |
| 1Y | -43.2% | -35.0% | -8.2% | -41.3% |
| 3Y | +191.0% | +239.2% | -48.2% | +9.0% |
| All | +52.8% | +779.4% | -726.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling