+265.9%
IONQ vs STZ
-35.4%
+301.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.8% | -1.9% | +2.7% | +1.4% |
| 30D | -1.0% | -1.9% | +0.9% | -0.6% |
| 3M | -39.8% | -6.2% | -33.6% | -39.1% |
| 6M | +6.4% | -14.0% | +20.4% | +10.2% |
| YTD | -11.9% | -5.1% | -6.8% | -14.2% |
| 1Y | -6.2% | -9.6% | +3.4% | -6.9% |
| 3Y | +125.7% | -47.2% | +172.9% | +188.2% |
| 5Y | +296.0% | -33.6% | +329.6% | +366.6% |
| All | +265.9% | -35.4% | +301.3% | +330.0% |
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