+228.2%
IONQ vs STZ
-34.1%
+262.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +16.7% | +5.3% | +11.3% | +17.0% |
| 30D | -12.3% | +19.6% | -31.9% | -11.7% |
| 3M | -17.7% | +10.0% | -27.7% | -17.0% |
| 6M | -28.9% | -0.3% | -28.7% | -27.8% |
| YTD | -22.0% | +8.6% | -30.6% | -23.3% |
| 1Y | -36.8% | +16.6% | -53.4% | -38.7% |
| 3Y | +228.2% | -34.8% | +263.0% | +240.3% |
| All | +228.2% | -34.1% | +262.3% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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