+393.6%
COHR vs IONQ
+266.0%
+127.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | -16.0% | -36.6% | +20.6% | -6.5% |
| 6M | +21.5% | +7.2% | +14.2% | +20.4% |
| YTD | +65.4% | -18.1% | +83.5% | +70.2% |
| 1Y | +195.0% | -21.9% | +216.9% | +199.7% |
| 3Y | +830.2% | +86.7% | +743.4% | +574.8% |
| All | +393.6% | +266.0% | +127.5% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling