+253.1%
IONQ vs COPX
+241.5%
+11.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.5% |
| 7D | +1.3% | +6.0% | -4.6% | -3.0% |
| 30D | -10.3% | +6.4% | -16.8% | -14.3% |
| 3M | -32.7% | +19.3% | -52.0% | -41.1% |
| 6M | +6.3% | +16.2% | -9.9% | -4.5% |
| YTD | -15.0% | +33.2% | -48.2% | -31.6% |
| 1Y | -13.3% | +90.2% | -103.5% | -46.0% |
| 3Y | +97.2% | +175.7% | -78.5% | -6.6% |
| 5Y | +278.7% | +193.1% | +85.6% | +76.5% |
| All | +253.1% | +241.5% | +11.6% | +60.0% |
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