+224.0%
IONQ vs COST
+200.3%
+23.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +16.7% | +4.6% | +12.1% | +11.9% |
| 30D | -12.3% | +12.8% | -25.0% | -22.2% |
| 3M | -17.7% | +12.1% | -29.8% | -27.1% |
| 6M | -28.9% | +6.0% | -34.9% | -35.6% |
| YTD | -22.0% | +24.4% | -46.4% | -41.8% |
| 1Y | -36.8% | +17.1% | -53.9% | -50.1% |
| 3Y | +228.2% | +92.2% | +136.1% | +45.8% |
| 5Y | +91.9% | +122.5% | -30.6% | -23.1% |
| All | +224.0% | +200.3% | +23.7% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling