+185.7%
IONQ vs STT
+182.4%
+3.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.2% |
| 7D | +16.8% | +5.1% | +11.6% | +12.1% |
| 30D | -11.1% | -0.2% | -10.9% | -10.3% |
| 3M | -31.7% | -8.1% | -23.6% | -26.4% |
| 6M | -44.8% | +16.6% | -61.4% | -51.3% |
| YTD | -31.2% | +37.8% | -69.1% | -47.0% |
| 1Y | -39.1% | +46.8% | -86.0% | -55.4% |
| 3Y | +189.5% | +181.2% | +8.3% | +35.9% |
| 5Y | +53.2% | +105.1% | -52.0% | -23.8% |
| All | +185.7% | +182.4% | +3.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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