+265.9%
IONQ vs STT
+214.2%
+51.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -1.0% | +3.9% | -4.9% | -4.1% |
| 3M | -39.8% | +20.0% | -59.8% | -48.3% |
| 6M | +6.4% | +55.3% | -48.9% | -26.0% |
| YTD | -11.9% | +53.3% | -65.3% | -38.1% |
| 1Y | -6.2% | +74.7% | -80.8% | -40.7% |
| 3Y | +125.7% | +205.8% | -80.1% | -1.9% |
| 5Y | +296.0% | +145.0% | +151.0% | +76.4% |
| All | +265.9% | +214.2% | +51.7% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling