+91.9%
IONQ vs COO
-41.3%
+133.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | +16.7% | +4.5% | +12.2% | +12.8% |
| 30D | -12.3% | +16.9% | -29.2% | -22.2% |
| 3M | -17.7% | -16.7% | -1.0% | -8.0% |
| 6M | -28.9% | +5.9% | -34.9% | -37.3% |
| YTD | -22.0% | -22.4% | +0.4% | -9.4% |
| 1Y | -36.8% | -10.1% | -26.7% | -36.2% |
| 3Y | +228.2% | -22.8% | +251.0% | +242.4% |
| 5Y | +91.9% | -41.4% | +133.3% | +139.4% |
| All | +91.9% | -41.3% | +133.2% | +139.4% |
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