+227.2%
IONQ vs STT
+176.4%
+50.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +5.7% |
| 7D | +25.5% | +0.9% | +24.5% | +25.0% |
| 30D | -11.4% | -2.3% | -9.1% | -8.9% |
| 3M | -20.5% | -7.5% | -13.0% | -14.7% |
| 6M | -28.2% | +14.9% | -43.1% | -35.9% |
| YTD | -21.2% | +34.9% | -56.1% | -38.2% |
| 1Y | -40.4% | +47.1% | -87.5% | -56.4% |
| 3Y | +214.7% | +179.6% | +35.1% | +48.8% |
| 5Y | +56.9% | +107.1% | -50.2% | -20.8% |
| All | +227.2% | +176.4% | +50.9% | +55.6% |
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