+202.0%
IONQ vs COP
+311.7%
-109.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.6% | +22.8% | +23.3% |
| 7D | +8.6% | -11.5% | +20.1% | +12.3% |
| 30D | -21.1% | +5.0% | -26.0% | -22.6% |
| 3M | -17.9% | +17.5% | -35.4% | -22.4% |
| 6M | -37.9% | +16.2% | -54.2% | -41.6% |
| YTD | -27.3% | +48.8% | -76.1% | -38.7% |
| 1Y | -43.2% | +64.1% | -107.3% | -54.1% |
| 3Y | +191.0% | +25.7% | +165.3% | +154.1% |
| 5Y | +69.3% | +114.4% | -45.1% | +28.4% |
| All | +202.0% | +311.7% | -109.7% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling