+274.7%
IONQ vs COST
+156.0%
+118.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.9% |
| 7D | +7.1% | -3.2% | +10.3% | +10.2% |
| 30D | -8.9% | -4.0% | -4.9% | -6.1% |
| 3M | -35.6% | -6.5% | -29.1% | -32.7% |
| 6M | +13.3% | -8.5% | +21.8% | +17.4% |
| YTD | -9.8% | +6.0% | -15.8% | -21.2% |
| 1Y | -1.3% | -5.8% | +4.5% | -3.1% |
| 3Y | +109.3% | +71.8% | +37.4% | +2.6% |
| 5Y | +304.7% | +106.2% | +198.5% | +75.4% |
| All | +274.7% | +156.0% | +118.7% | +35.8% |
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