+894.8%
STX vs IONQ
+217.7%
+677.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.3% | +1.5% | +8.7% |
| 7D | -14.8% | +25.5% | -40.2% | -17.5% |
| 30D | -35.4% | -11.4% | -24.0% | -34.5% |
| 3M | -37.7% | -20.5% | -17.2% | -36.1% |
| 6M | -35.2% | -28.2% | -7.0% | -32.9% |
| YTD | +84.4% | -21.2% | +105.6% | +86.1% |
| 1Y | +82.3% | -40.4% | +122.6% | +88.6% |
| 3Y | +646.2% | +214.7% | +431.5% | +480.8% |
| 5Y | +487.4% | +56.9% | +430.6% | +311.8% |
| All | +894.8% | +217.7% | +677.2% | +663.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling