+52.8%
IONQ vs COO
-41.6%
+94.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.7% |
| 7D | +8.6% | +4.7% | +3.9% | +4.5% |
| 30D | -21.1% | +13.9% | -35.0% | -28.8% |
| 3M | -17.9% | -14.9% | -2.9% | -9.9% |
| 6M | -37.9% | +2.0% | -40.0% | -43.7% |
| YTD | -27.3% | -23.9% | -3.4% | -14.5% |
| 1Y | -43.2% | -9.6% | -33.6% | -43.2% |
| 3Y | +191.0% | -25.4% | +216.4% | +213.2% |
| All | +52.8% | -41.6% | +94.4% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling