+51.6%
COHR vs IONQ
-47.0%
+98.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -5.3% |
| 7D | -18.6% | -8.9% | -9.7% | -15.1% |
| 30D | -41.5% | -31.3% | -10.3% | -31.5% |
| 3M | -39.7% | -29.2% | -10.5% | -30.5% |
| 6M | -40.9% | -35.4% | -5.4% | -28.1% |
| YTD | +5.7% | -34.2% | +39.9% | +24.8% |
| 1Y | +51.6% | -44.7% | +96.2% | +89.9% |
| All | +51.6% | -47.0% | +98.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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