+109.3%
IONQ vs COF
+124.4%
-15.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +4.7% |
| 7D | +7.1% | +1.2% | +5.9% | +5.8% |
| 30D | -8.9% | -1.4% | -7.5% | -7.7% |
| 3M | -35.6% | +19.0% | -54.6% | -46.1% |
| 6M | +13.3% | +14.9% | -1.6% | -1.8% |
| YTD | -9.8% | -10.7% | +0.9% | -1.4% |
| 1Y | -1.3% | -1.3% | 0.0% | -2.9% |
| 3Y | +109.3% | +124.3% | -15.1% | -6.7% |
| All | +109.3% | +124.4% | -15.1% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling