+227.2%
IONQ vs COR
+292.2%
-65.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.7% | +9.0% |
| 7D | +25.5% | +2.3% | +23.1% | +26.0% |
| 30D | -11.4% | +6.8% | -18.2% | -10.2% |
| 3M | -20.5% | +8.1% | -28.6% | -19.1% |
| 6M | -28.2% | +33.0% | -61.2% | -25.0% |
| YTD | -21.2% | +3.0% | -24.2% | -18.5% |
| 1Y | -40.4% | -3.4% | -37.0% | -38.5% |
| 3Y | +214.7% | +80.1% | +134.6% | +221.4% |
| 5Y | +56.9% | +194.7% | -137.9% | +51.1% |
| All | +227.2% | +292.2% | -65.0% | +218.7% |
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