+81.8%
IONQ vs COF
+36.8%
+44.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.3% |
| 7D | +16.7% | -6.2% | +22.8% | +23.7% |
| 30D | -12.3% | -1.7% | -10.6% | -11.2% |
| 3M | -17.7% | -10.2% | -7.5% | -9.4% |
| 6M | -28.9% | +4.2% | -33.1% | -33.7% |
| YTD | -22.0% | -18.2% | -3.8% | -8.0% |
| 1Y | -36.8% | -9.7% | -27.1% | -32.7% |
| 3Y | +228.2% | +95.0% | +133.2% | +60.4% |
| All | +81.8% | +36.8% | +44.9% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling