+194.7%
IONQ vs CORZ
+111.9%
+82.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.3% | +20.1% | +21.9% |
| 7D | +8.6% | -11.2% | +19.8% | +14.6% |
| 30D | -21.1% | -26.2% | +5.1% | -9.3% |
| 3M | -17.9% | -44.1% | +26.3% | +6.2% |
| 6M | -37.9% | -52.3% | +14.3% | -15.1% |
| YTD | -27.3% | -19.2% | -8.1% | -20.7% |
| 1Y | -43.2% | -42.9% | -0.3% | -28.7% |
| All | +194.7% | +111.9% | +82.8% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling