+150.0%
IONQ vs STT
+182.6%
-32.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.2% |
| 7D | -11.5% | +4.8% | -16.2% | -16.2% |
| 30D | -8.1% | +3.9% | -12.0% | -11.6% |
| 3M | -35.8% | -8.2% | -27.6% | -28.7% |
| 6M | -47.7% | +15.6% | -63.3% | -56.5% |
| YTD | -35.6% | +37.6% | -73.3% | -57.1% |
| 1Y | -36.4% | +50.1% | -86.5% | -62.3% |
| 3Y | +150.0% | +183.1% | -33.0% | -37.0% |
| All | +150.0% | +182.6% | -32.6% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling