+52.8%
IONQ vs COST
+116.5%
-63.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +24.4% |
| 7D | +8.6% | +4.1% | +4.5% | +4.1% |
| 30D | -21.1% | +12.0% | -33.1% | -29.8% |
| 3M | -17.9% | +11.2% | -29.0% | -26.9% |
| 6M | -37.9% | +6.1% | -44.1% | -44.2% |
| YTD | -27.3% | +22.9% | -50.2% | -45.6% |
| 1Y | -43.2% | +14.7% | -57.9% | -54.5% |
| 3Y | +191.0% | +92.3% | +98.7% | +22.7% |
| All | +52.8% | +116.5% | -63.7% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling