+294.8%
IONQ vs COO
-38.8%
+333.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.4% |
| 7D | +0.8% | -2.2% | +3.0% | +2.5% |
| 30D | -1.0% | -7.0% | +6.0% | +4.1% |
| 3M | -39.8% | +12.2% | -52.0% | -47.5% |
| 6M | +6.4% | -15.1% | +21.6% | +17.8% |
| YTD | -11.9% | -15.1% | +3.2% | -2.3% |
| 1Y | -6.2% | +2.3% | -8.5% | -14.2% |
| 3Y | +125.7% | -23.7% | +149.4% | +155.4% |
| All | +294.8% | -38.8% | +333.6% | +438.1% |
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