+257.0%
IONQ vs CORZ
+222.3%
+34.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +0.8% | +8.4% | -7.5% | -2.9% |
| 30D | -1.0% | -17.8% | +16.8% | +8.0% |
| 3M | -39.8% | -35.9% | -3.9% | -27.7% |
| 6M | +6.4% | +12.9% | -6.5% | -0.3% |
| YTD | -11.9% | +22.9% | -34.8% | -20.1% |
| 1Y | -6.2% | +31.4% | -37.5% | -17.3% |
| All | +257.0% | +222.3% | +34.7% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling