+185.7%
IONQ vs COPX
+154.6%
+31.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -6.9% |
| 7D | +16.8% | +1.1% | +15.7% | +16.3% |
| 30D | -11.1% | -15.9% | +4.7% | +1.6% |
| 3M | -31.7% | -19.6% | -12.1% | -19.6% |
| 6M | -44.8% | -21.5% | -23.3% | -33.7% |
| YTD | -31.2% | -0.8% | -30.5% | -31.2% |
| 1Y | -39.1% | +15.2% | -54.3% | -45.3% |
| 3Y | +189.5% | +134.7% | +54.8% | +56.7% |
| 5Y | +53.2% | +111.3% | -58.2% | -10.6% |
| All | +185.7% | +154.6% | +31.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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