+144.7%
IONQ vs COR
+285.3%
-140.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.0% | -6.5% | -11.2% |
| 7D | -16.7% | +2.8% | -19.4% | -16.2% |
| 30D | -38.9% | +7.4% | -46.3% | -38.1% |
| 3M | -33.8% | +7.3% | -41.1% | -32.8% |
| 6M | -44.9% | +11.5% | -56.5% | -43.3% |
| YTD | -41.1% | +1.2% | -42.3% | -39.2% |
| 1Y | -52.3% | -3.3% | -49.0% | -50.9% |
| 3Y | +128.2% | +78.5% | +49.8% | +132.1% |
| 5Y | +37.2% | +183.0% | -145.8% | +31.6% |
| All | +144.7% | +285.3% | -140.6% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling