+299.3%
COHR vs IONQ
+242.8%
+56.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +1.9% |
| 7D | +13.0% | +1.3% | +11.6% | +12.6% |
| 30D | -6.7% | -10.3% | +3.7% | -4.3% |
| 3M | -14.7% | -32.7% | +18.0% | -6.3% |
| 6M | +20.3% | +6.3% | +13.9% | +19.2% |
| YTD | +64.4% | -15.0% | +79.4% | +67.6% |
| 1Y | +205.9% | -13.3% | +219.2% | +203.4% |
| 3Y | +814.1% | +97.2% | +716.9% | +550.2% |
| 5Y | +387.4% | +278.7% | +108.6% | +140.7% |
| All | +299.3% | +242.8% | +56.4% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling