+123.8%
STX vs IONQ
-47.0%
+170.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.6% | -7.7% |
| 7D | -20.2% | -8.9% | -11.3% | -18.0% |
| 30D | -37.2% | -31.3% | -5.9% | -30.7% |
| 3M | -34.1% | -29.2% | -4.9% | -28.2% |
| 6M | -24.5% | -35.4% | +11.0% | -15.7% |
| YTD | +102.9% | -34.2% | +137.1% | +123.7% |
| 1Y | +123.8% | -44.7% | +168.5% | +154.4% |
| All | +123.8% | -47.0% | +170.8% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling