-33.8%
IONQ vs COR
+7.7%
-41.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.0% | -6.5% | -12.5% |
| 7D | -16.7% | +2.8% | -19.4% | -13.7% |
| 30D | -38.9% | +7.4% | -46.3% | -34.1% |
| 3M | -33.8% | +7.3% | -41.1% | -28.3% |
| All | -33.8% | +7.7% | -41.5% | -28.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling