-44.7%
IONQ vs TOST
+2.2%
-46.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -3.2% |
| 7D | -8.9% | +10.7% | -19.7% | -11.9% |
| 30D | -31.3% | +17.7% | -49.0% | -34.8% |
| 3M | -29.2% | +4.6% | -33.8% | -31.0% |
| 6M | -35.4% | +20.3% | -55.7% | -40.3% |
| YTD | -34.2% | -0.4% | -33.8% | -37.2% |
| 1Y | -44.7% | -0.8% | -43.9% | -47.0% |
| All | -44.7% | +2.2% | -46.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling