+202.0%
IONQ vs COO
-31.6%
+233.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.6% |
| 7D | +8.6% | +4.7% | +3.9% | +4.7% |
| 30D | -21.1% | +13.9% | -35.0% | -28.5% |
| 3M | -17.9% | -14.9% | -2.9% | -10.2% |
| 6M | -37.9% | +2.0% | -40.0% | -43.3% |
| YTD | -27.3% | -23.9% | -3.4% | -15.2% |
| 1Y | -43.2% | -9.6% | -33.6% | -43.1% |
| 3Y | +191.0% | -25.4% | +216.4% | +217.3% |
| 5Y | +69.3% | -41.2% | +110.5% | +116.6% |
| All | +202.0% | -31.6% | +233.7% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling