+167.4%
IONQ vs COP
+329.9%
-162.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.6% | -8.0% | -6.8% |
| 7D | -11.5% | +4.4% | -15.9% | -12.6% |
| 30D | -8.1% | 0.0% | -8.0% | -8.4% |
| 3M | -35.8% | +15.0% | -50.8% | -38.9% |
| 6M | -47.7% | +22.0% | -69.7% | -51.6% |
| YTD | -35.6% | +55.3% | -91.0% | -46.4% |
| 1Y | -36.4% | +64.1% | -100.5% | -48.3% |
| 3Y | +150.0% | +34.1% | +116.0% | +114.1% |
| 5Y | +43.3% | +133.4% | -90.1% | +6.3% |
| All | +167.4% | +329.9% | -162.5% | +78.7% |
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