+227.2%
IONQ vs COP
+306.3%
-79.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.3% | +9.7% | +8.7% |
| 7D | +25.5% | -8.4% | +33.9% | +28.5% |
| 30D | -11.4% | +0.3% | -11.7% | -11.9% |
| 3M | -20.5% | +15.1% | -35.6% | -24.5% |
| 6M | -28.2% | +19.8% | -48.0% | -33.3% |
| YTD | -21.2% | +46.8% | -68.1% | -33.4% |
| 1Y | -40.4% | +59.7% | -100.1% | -51.4% |
| 3Y | +214.7% | +28.7% | +186.0% | +172.4% |
| 5Y | +56.9% | +110.7% | -53.8% | +19.4% |
| All | +227.2% | +306.3% | -79.1% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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