+294.8%
IONQ vs COP
+186.8%
+108.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | -1.0% | +17.5% | -18.5% | -6.4% |
| 3M | -39.8% | +13.4% | -53.2% | -42.7% |
| 6M | +6.4% | +17.7% | -11.3% | -2.0% |
| YTD | -11.9% | +46.6% | -58.5% | -26.5% |
| 1Y | -6.2% | +44.6% | -50.8% | -21.5% |
| 3Y | +125.7% | +20.7% | +105.0% | +97.8% |
| All | +294.8% | +186.8% | +108.0% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling