+708.1%
STX vs IONQ
+221.6%
+486.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.7% | +12.6% | +10.4% |
| 7D | -1.0% | +15.3% | -16.3% | -3.3% |
| 30D | -26.8% | -6.1% | -20.7% | -26.3% |
| 3M | -32.7% | -21.6% | -11.1% | -30.6% |
| 6M | -33.7% | -40.1% | +6.4% | -29.6% |
| YTD | +101.0% | -24.1% | +125.1% | +104.5% |
| 1Y | +92.7% | -37.4% | +130.1% | +99.2% |
| All | +708.1% | +221.6% | +486.5% | +553.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling