+144.7%
IONQ vs STT
+167.2%
-22.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.7% | -5.8% | -6.6% |
| 7D | -16.7% | -4.9% | -11.8% | -12.9% |
| 30D | -38.9% | -6.0% | -33.0% | -35.3% |
| 3M | -33.8% | -11.7% | -22.1% | -26.4% |
| 6M | -44.9% | +11.7% | -56.6% | -49.6% |
| YTD | -41.1% | +30.4% | -71.5% | -52.5% |
| 1Y | -52.3% | +43.9% | -96.2% | -64.6% |
| 3Y | +128.2% | +165.4% | -37.2% | +12.2% |
| 5Y | +37.2% | +101.0% | -63.8% | -28.9% |
| All | +144.7% | +167.2% | -22.5% | +19.5% |
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