+476.2%
STX vs IONQ
+39.6%
+436.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.3% | -2.2% |
| 7D | +14.6% | -11.5% | +26.1% | +16.5% |
| 30D | -26.0% | -8.1% | -17.9% | -25.3% |
| 3M | -42.6% | -35.8% | -6.8% | -39.3% |
| 6M | -35.3% | -47.7% | +12.5% | -30.0% |
| YTD | +92.5% | -35.6% | +128.1% | +99.7% |
| 1Y | +102.4% | -36.4% | +138.8% | +109.3% |
| 3Y | +673.8% | +150.0% | +523.8% | +512.0% |
| All | +476.2% | +39.6% | +436.6% | +293.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling