+228.2%
IONQ vs COP
+28.5%
+199.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +16.7% | -6.1% | +22.8% | +18.0% |
| 30D | -12.3% | +1.1% | -13.4% | -12.8% |
| 3M | -17.7% | +10.9% | -28.7% | -20.3% |
| 6M | -28.9% | +20.8% | -49.7% | -33.2% |
| YTD | -22.0% | +48.0% | -70.1% | -35.3% |
| 1Y | -36.8% | +58.5% | -95.3% | -49.7% |
| 3Y | +228.2% | +28.1% | +200.1% | +162.7% |
| All | +228.2% | +28.5% | +199.7% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling