+227.2%
IONQ vs COO
-29.9%
+257.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +6.7% |
| 7D | +25.5% | +4.3% | +21.2% | +21.6% |
| 30D | -11.4% | +17.6% | -29.0% | -21.4% |
| 3M | -20.5% | -13.9% | -6.6% | -13.7% |
| 6M | -28.2% | +6.6% | -34.8% | -36.4% |
| YTD | -21.2% | -22.0% | +0.8% | -9.6% |
| 1Y | -40.4% | -8.8% | -31.6% | -40.4% |
| 3Y | +214.7% | -21.5% | +236.2% | +228.1% |
| 5Y | +56.9% | -41.0% | +97.9% | +98.9% |
| All | +227.2% | -29.9% | +257.1% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling