+215.4%
IONQ vs COR
+296.9%
-81.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.6% |
| 7D | +15.3% | -1.2% | +16.5% | +15.0% |
| 30D | -6.1% | +7.6% | -13.7% | -4.7% |
| 3M | -21.6% | +5.0% | -26.6% | -20.6% |
| 6M | -40.1% | +35.3% | -75.4% | -37.3% |
| YTD | -24.1% | +4.2% | -28.3% | -21.3% |
| 1Y | -37.4% | -3.4% | -34.0% | -35.4% |
| 3Y | +219.5% | +81.1% | +138.4% | +227.4% |
| 5Y | +76.9% | +195.8% | -118.9% | +70.6% |
| All | +215.4% | +296.9% | -81.5% | +207.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling