+191.0%
IONQ vs STZ
-37.2%
+228.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +23.3% |
| 7D | +8.6% | +4.9% | +3.7% | +8.9% |
| 30D | -21.1% | +20.9% | -42.0% | -20.7% |
| 3M | -17.9% | +8.0% | -25.9% | -17.2% |
| 6M | -37.9% | -5.3% | -32.7% | -36.8% |
| YTD | -27.3% | +5.9% | -33.2% | -28.7% |
| 1Y | -43.2% | +14.2% | -57.4% | -45.0% |
| 3Y | +191.0% | -37.0% | +228.0% | +207.2% |
| All | +191.0% | -37.2% | +228.2% | +207.2% |
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