+202.0%
IONQ vs COR
+278.4%
-76.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +23.1% |
| 7D | +8.6% | +0.8% | +7.8% | +8.9% |
| 30D | -21.1% | +5.1% | -26.2% | -20.2% |
| 3M | -17.9% | +2.8% | -20.7% | -17.1% |
| 6M | -37.9% | +32.5% | -70.5% | -35.3% |
| YTD | -27.3% | -0.7% | -26.6% | -25.2% |
| 1Y | -43.2% | -6.7% | -36.5% | -41.8% |
| 3Y | +191.0% | +73.7% | +117.3% | +195.5% |
| 5Y | +69.3% | +177.9% | -108.6% | +61.9% |
| All | +202.0% | +278.4% | -76.3% | +192.5% |
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 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