+227.2%
IONQ vs COST
+200.3%
+26.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.4% |
| 7D | +25.5% | +2.5% | +23.0% | +22.3% |
| 30D | -11.4% | +12.8% | -24.2% | -21.4% |
| 3M | -20.5% | +12.7% | -33.1% | -29.9% |
| 6M | -28.2% | +6.0% | -34.2% | -34.9% |
| YTD | -21.2% | +24.4% | -45.6% | -41.2% |
| 1Y | -40.4% | +16.2% | -56.6% | -52.5% |
| 3Y | +214.7% | +96.9% | +117.8% | +35.5% |
| 5Y | +56.9% | +121.1% | -64.3% | -36.7% |
| All | +227.2% | +200.3% | +26.9% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling