+164.6%
IONQ vs TOST
-46.1%
+210.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.1% |
| 7D | -16.7% | +11.6% | -28.3% | -22.8% |
| 30D | -38.9% | +16.2% | -55.2% | -44.8% |
| 3M | -33.8% | +1.0% | -34.8% | -35.3% |
| 6M | -44.9% | +23.2% | -68.1% | -54.9% |
| YTD | -41.1% | -1.0% | -40.1% | -44.2% |
| 1Y | -52.3% | -9.9% | -42.4% | -52.2% |
| 3Y | +128.2% | +101.0% | +27.2% | +28.1% |
| 5Y | +37.2% | -40.4% | +77.6% | +30.9% |
| All | +164.6% | -46.1% | +210.7% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling