+253.1%
IONQ vs COST
+153.9%
+99.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.0% |
| 7D | +1.3% | -2.8% | +4.1% | +3.9% |
| 30D | -10.3% | -5.3% | -5.1% | -6.4% |
| 3M | -32.7% | -6.7% | -26.1% | -29.7% |
| 6M | +6.3% | -9.9% | +16.3% | +11.9% |
| YTD | -15.0% | +5.1% | -20.1% | -25.2% |
| 1Y | -13.3% | -7.3% | -6.0% | -13.5% |
| 3Y | +97.2% | +70.4% | +26.8% | -2.5% |
| 5Y | +278.7% | +104.4% | +174.3% | +65.5% |
| All | +253.1% | +153.9% | +99.3% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded COST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling