-44.7%
IONQ vs COR
+5.5%
-50.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | +0.2% |
| 7D | -8.9% | +9.1% | -18.1% | -5.4% |
| 30D | -31.3% | +12.4% | -43.7% | -27.6% |
| 3M | -29.2% | +15.8% | -45.0% | -24.4% |
| 6M | -35.4% | +17.1% | -52.5% | -30.0% |
| YTD | -34.2% | +5.4% | -39.6% | -22.7% |
| 1Y | -44.7% | +3.5% | -48.2% | -35.8% |
| All | -44.7% | +5.5% | -50.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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