+265.9%
IONQ vs COPX
+225.0%
+40.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.8% |
| 7D | +0.8% | -4.0% | +4.8% | +3.9% |
| 30D | -1.0% | +4.5% | -5.6% | -4.0% |
| 3M | -39.8% | +0.8% | -40.6% | -40.0% |
| 6M | +6.4% | +3.2% | +3.3% | +4.0% |
| YTD | -11.9% | +26.7% | -38.6% | -26.4% |
| 1Y | -6.2% | +85.7% | -91.8% | -40.5% |
| 3Y | +125.7% | +151.2% | -25.5% | +14.0% |
| 5Y | +296.0% | +170.0% | +126.0% | +92.0% |
| All | +265.9% | +225.0% | +40.9% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling