+228.2%
IONQ vs COPX
+141.3%
+86.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +1.7% |
| 7D | +16.7% | +1.6% | +15.1% | +15.6% |
| 30D | -12.3% | -15.0% | +2.7% | +0.8% |
| 3M | -17.7% | -18.6% | +0.9% | -2.6% |
| 6M | -28.9% | -14.9% | -14.0% | -18.8% |
| YTD | -22.0% | +1.8% | -23.9% | -25.0% |
| 1Y | -36.8% | +19.7% | -56.5% | -47.4% |
| 3Y | +228.2% | +140.9% | +87.4% | +12.6% |
| All | +228.2% | +141.3% | +86.9% | +12.6% |
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