+1,567.9%
STX vs IONQ
+255.2%
+1,312.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.2% |
| 7D | +2.4% | +0.8% | +1.5% | +2.2% |
| 30D | +1.4% | -1.0% | +2.4% | +1.3% |
| 3M | -8.2% | -39.8% | +31.6% | -2.6% |
| 6M | +127.0% | +6.4% | +120.6% | +123.6% |
| YTD | +209.1% | -11.9% | +221.1% | +208.6% |
| 1Y | +365.4% | -6.2% | +371.6% | +355.8% |
| 3Y | +1,135.4% | +125.7% | +1,009.7% | +893.6% |
| 5Y | +991.5% | +296.0% | +695.5% | +627.5% |
| All | +1,567.9% | +255.2% | +1,312.7% | +1,165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling