+215.4%
IONQ vs COF
+118.7%
+96.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.2% |
| 7D | +15.3% | -4.5% | +19.8% | +19.5% |
| 30D | -6.1% | -2.0% | -4.1% | -4.8% |
| 3M | -21.6% | -9.7% | -11.9% | -15.1% |
| 6M | -40.1% | +8.0% | -48.1% | -45.0% |
| YTD | -24.1% | -17.7% | -6.4% | -12.7% |
| 1Y | -37.4% | -9.3% | -28.1% | -33.8% |
| 3Y | +219.5% | +96.3% | +123.2% | +84.1% |
| 5Y | +76.9% | +37.0% | +40.0% | +13.0% |
| All | +215.4% | +118.7% | +96.6% | +96.1% |
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