+226.5%
IONQ vs TOST
-46.9%
+273.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +24.3% |
| 7D | +8.6% | +9.4% | -0.8% | +1.7% |
| 30D | -21.1% | +13.5% | -34.6% | -27.7% |
| 3M | -17.9% | -0.1% | -17.7% | -19.2% |
| 6M | -37.9% | +22.5% | -60.4% | -49.1% |
| YTD | -27.3% | -2.4% | -24.9% | -30.6% |
| 1Y | -43.2% | -4.7% | -38.5% | -45.2% |
| 3Y | +191.0% | +103.2% | +87.8% | +61.7% |
| 5Y | +69.3% | -41.2% | +110.5% | +62.7% |
| All | +226.5% | -46.9% | +273.4% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling