-37.4%
IONQ vs COR
-3.1%
-34.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.5% |
| 7D | +15.3% | -1.2% | +16.5% | +14.6% |
| 30D | -6.1% | +7.6% | -13.7% | -2.8% |
| 3M | -21.6% | +5.0% | -26.6% | -19.3% |
| 6M | -40.1% | +35.3% | -75.4% | -33.8% |
| YTD | -24.1% | +4.2% | -28.3% | -10.3% |
| 1Y | -37.4% | -3.4% | -34.0% | -26.5% |
| All | -37.4% | -3.1% | -34.4% | -26.5% |
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