+81.8%
IONQ vs TOST
-28.0%
+109.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +16.7% | +3.0% | +13.7% | +14.0% |
| 30D | -12.3% | +10.3% | -22.5% | -18.3% |
| 3M | -17.7% | -3.3% | -14.5% | -17.2% |
| 6M | -28.9% | +37.8% | -66.7% | -45.7% |
| YTD | -22.0% | -2.8% | -19.2% | -25.6% |
| 1Y | -36.8% | -9.6% | -27.2% | -36.7% |
| 3Y | +228.2% | +144.6% | +83.6% | +56.1% |
| All | +81.8% | -28.0% | +109.8% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling