-44.7%
IONQ vs COF
-4.4%
-40.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | -8.9% | +0.7% | -9.6% | -9.5% |
| 30D | -31.3% | +5.7% | -37.0% | -33.8% |
| 3M | -29.2% | -6.7% | -22.5% | -26.2% |
| 6M | -35.4% | +9.5% | -44.9% | -40.0% |
| YTD | -34.2% | -13.9% | -20.3% | -30.3% |
| 1Y | -44.7% | -5.1% | -39.6% | -42.0% |
| All | -44.7% | -4.4% | -40.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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