+91.9%
IONQ vs STT
+109.6%
-17.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.4% |
| 7D | +16.7% | +1.1% | +15.5% | +15.9% |
| 30D | -12.3% | -1.9% | -10.4% | -9.9% |
| 3M | -17.7% | -7.6% | -10.1% | -10.7% |
| 6M | -28.9% | +16.0% | -44.9% | -38.4% |
| YTD | -22.0% | +36.2% | -58.2% | -42.1% |
| 1Y | -36.8% | +46.8% | -83.6% | -56.5% |
| 3Y | +228.2% | +177.8% | +50.4% | +31.7% |
| 5Y | +91.9% | +105.8% | -13.9% | -16.3% |
| All | +91.9% | +109.6% | -17.7% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling