+244.5%
IONQ vs CORZ
+225.9%
+18.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.3% | -4.2% |
| 7D | +1.3% | +7.6% | -6.3% | -2.0% |
| 30D | -10.3% | -6.9% | -3.4% | -7.3% |
| 3M | -32.7% | -33.0% | +0.3% | -21.1% |
| 6M | +6.3% | +19.3% | -13.0% | -2.6% |
| YTD | -15.0% | +24.2% | -39.2% | -23.2% |
| 1Y | -13.3% | +24.5% | -37.8% | -22.0% |
| All | +244.5% | +225.9% | +18.6% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 10y: compounded portfolio wealth divided by compounded CORZ 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…
10y analysis · Full analysis span regression · 6 months rolling