+52.8%
IONQ vs STT
+100.0%
-47.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.2% | +23.2% | +23.2% |
| 7D | +8.6% | -2.5% | +11.1% | +11.6% |
| 30D | -21.1% | -5.0% | -16.1% | -16.6% |
| 3M | -17.9% | -10.5% | -7.4% | -8.3% |
| 6M | -37.9% | +10.0% | -48.0% | -43.4% |
| YTD | -27.3% | +30.7% | -58.0% | -43.8% |
| 1Y | -43.2% | +43.8% | -87.0% | -60.0% |
| 3Y | +191.0% | +168.1% | +22.9% | +22.0% |
| All | +52.8% | +100.0% | -47.2% | -31.2% |
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