+301.7%
COHR vs IONQ
+230.3%
+71.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -7.0% | +15.4% | +10.2% |
| 30D | -14.1% | -18.7% | +4.6% | -9.9% |
| 3M | -16.0% | -36.6% | +20.6% | -6.4% |
| 6M | +21.5% | +7.2% | +14.2% | +20.3% |
| YTD | +65.4% | -18.1% | +83.5% | +70.1% |
| 1Y | +195.0% | -21.9% | +216.9% | +199.6% |
| 3Y | +830.2% | +86.7% | +743.4% | +569.7% |
| 5Y | +397.1% | +267.5% | +129.6% | +147.1% |
| All | +301.7% | +230.3% | +71.4% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling