+109.3%
IONQ vs COPX
+171.8%
-62.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | -1.0% |
| 7D | +7.1% | +5.8% | +1.4% | +2.2% |
| 30D | -8.9% | +7.2% | -16.1% | -14.1% |
| 3M | -35.6% | +16.5% | -52.1% | -43.6% |
| 6M | +13.3% | +18.4% | -5.2% | -1.8% |
| YTD | -9.8% | +31.9% | -41.7% | -30.2% |
| 1Y | -1.3% | +88.5% | -89.8% | -44.4% |
| 3Y | +109.3% | +173.1% | -63.8% | -28.3% |
| All | +109.3% | +171.8% | -62.6% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling