+443.6%
STX vs IONQ
+52.1%
+391.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +23.4% | -24.6% | -4.5% |
| 7D | -28.5% | +8.6% | -37.1% | -29.4% |
| 30D | -42.9% | -21.1% | -21.8% | -41.2% |
| 3M | -45.9% | -17.9% | -28.0% | -44.8% |
| 6M | -41.3% | -37.9% | -3.3% | -38.0% |
| YTD | +67.9% | -27.3% | +95.2% | +71.4% |
| 1Y | +66.5% | -43.2% | +109.7% | +73.8% |
| 3Y | +588.0% | +191.0% | +397.0% | +432.2% |
| All | +443.6% | +52.1% | +391.5% | +270.1% |
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