+144.7%
IONQ vs STZ
-26.6%
+171.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.4% |
| 7D | -16.7% | +11.8% | -28.5% | -19.0% |
| 30D | -38.9% | +26.0% | -64.9% | -42.7% |
| 3M | -33.8% | +11.5% | -45.3% | -35.9% |
| 6M | -44.9% | -2.0% | -43.0% | -44.9% |
| YTD | -41.1% | +7.9% | -49.0% | -44.7% |
| 1Y | -52.3% | +13.9% | -66.2% | -56.4% |
| 3Y | +128.2% | -35.8% | +164.1% | +167.9% |
| 5Y | +37.2% | -28.4% | +65.6% | +56.9% |
| All | +144.7% | -26.6% | +171.3% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling