+265.9%
IONQ vs COST
+157.6%
+108.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.2% |
| 7D | +0.8% | -3.1% | +4.0% | +3.7% |
| 30D | -1.0% | -2.8% | +1.8% | +0.9% |
| 3M | -39.8% | -5.7% | -34.1% | -37.6% |
| 6M | +6.4% | -8.8% | +15.2% | +10.7% |
| YTD | -11.9% | +6.7% | -18.6% | -23.5% |
| 1Y | -6.2% | -3.6% | -2.5% | -10.1% |
| 3Y | +125.7% | +75.1% | +50.6% | +8.5% |
| 5Y | +296.0% | +108.9% | +187.1% | +70.3% |
| All | +265.9% | +157.6% | +108.4% | +31.9% |
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