-36.4%
IONQ vs COR
-0.1%
-36.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.4% | -5.2% |
| 7D | -11.5% | +7.8% | -19.3% | -8.8% |
| 30D | -8.1% | +7.0% | -15.1% | -5.3% |
| 3M | -35.8% | +16.3% | -52.1% | -31.3% |
| 6M | -47.7% | +41.3% | -89.0% | -41.4% |
| YTD | -35.6% | +7.1% | -42.8% | -22.9% |
| 1Y | -36.4% | -0.8% | -35.6% | -23.5% |
| All | -36.4% | -0.1% | -36.3% | -23.5% |
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