-13.3%
IONQ vs COPX
+87.6%
-101.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.5% |
| 7D | +1.3% | +6.0% | -4.6% | -3.4% |
| 30D | -10.3% | +6.4% | -16.8% | -14.7% |
| 3M | -32.7% | +19.3% | -52.0% | -41.9% |
| 6M | +6.3% | +16.2% | -9.9% | -5.5% |
| YTD | -15.0% | +33.2% | -48.2% | -34.7% |
| 1Y | -13.3% | +90.2% | -103.5% | -27.9% |
| All | -13.3% | +87.6% | -101.0% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling