+228.2%
IONQ vs COR
+82.2%
+146.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -0.6% |
| 7D | +16.7% | +2.4% | +14.3% | +17.9% |
| 30D | -12.3% | +7.7% | -20.0% | -9.2% |
| 3M | -17.7% | +7.5% | -25.2% | -14.5% |
| 6M | -28.9% | +34.1% | -63.1% | -19.3% |
| YTD | -22.0% | +3.9% | -25.9% | -15.9% |
| 1Y | -36.8% | -3.6% | -33.2% | -33.9% |
| 3Y | +228.2% | +80.5% | +147.7% | +503.6% |
| All | +228.2% | +82.2% | +146.0% | +503.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling