+265.9%
IONQ vs STRL
+2,504.3%
-2,238.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | -1.3% |
| 7D | +0.8% | +3.4% | -2.6% | -0.7% |
| 30D | -1.0% | -9.2% | +8.2% | +3.6% |
| 3M | -39.8% | -51.0% | +11.2% | -18.3% |
| 6M | +6.4% | +15.8% | -9.3% | -10.3% |
| YTD | -11.9% | +58.9% | -70.8% | -38.3% |
| 1Y | -6.2% | +68.5% | -74.7% | -36.7% |
| 3Y | +125.7% | +485.2% | -359.5% | -21.3% |
| 5Y | +296.0% | +2,005.1% | -1,709.1% | -26.5% |
| All | +265.9% | +2,504.3% | -2,238.4% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling