+265.9%
IONQ vs COF
+143.7%
+122.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.8% | +1.8% | -1.0% | -0.7% |
| 30D | -1.0% | -0.6% | -0.5% | -0.5% |
| 3M | -39.8% | +20.3% | -60.1% | -49.0% |
| 6M | +6.4% | +13.0% | -6.6% | -4.9% |
| YTD | -11.9% | -8.3% | -3.6% | -6.7% |
| 1Y | -6.2% | -1.5% | -4.7% | -7.0% |
| 3Y | +125.7% | +122.3% | +3.4% | +18.2% |
| 5Y | +296.0% | +52.5% | +243.5% | +131.5% |
| All | +265.9% | +143.7% | +122.2% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling