+37.2%
IONQ vs STRL
+788.2%
-751.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -13.9% | +3.3% | -3.9% |
| 7D | -16.7% | -34.6% | +17.9% | +0.4% |
| 30D | -38.9% | -56.7% | +17.7% | -10.4% |
| 3M | -33.8% | -54.4% | +20.6% | -5.8% |
| 6M | -44.9% | -69.7% | +24.7% | -6.8% |
| YTD | -41.1% | -20.2% | -20.9% | -46.3% |
| 1Y | -52.3% | -40.6% | -11.7% | -48.6% |
| 3Y | +128.2% | +221.7% | -93.4% | -13.4% |
| 5Y | +37.2% | +799.0% | -761.8% | -77.9% |
| All | +37.2% | +788.2% | -751.0% | -77.9% |
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