+185.7%
IONQ vs COO
-31.8%
+217.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.6% |
| 7D | +16.8% | -2.1% | +18.8% | +18.3% |
| 30D | -11.1% | +13.9% | -25.1% | -19.3% |
| 3M | -31.7% | -18.9% | -12.8% | -22.5% |
| 6M | -44.8% | +3.7% | -48.5% | -50.0% |
| YTD | -31.2% | -24.1% | -7.1% | -19.5% |
| 1Y | -39.1% | -14.2% | -24.9% | -36.1% |
| 3Y | +189.5% | -24.5% | +213.9% | +211.6% |
| 5Y | +53.2% | -40.4% | +93.6% | +96.6% |
| All | +185.7% | -31.8% | +217.6% | +246.0% |
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