-44.7%
IONQ vs MET
+35.0%
-79.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.2% |
| 7D | -8.9% | +3.9% | -12.8% | -10.0% |
| 30D | -31.3% | +6.8% | -38.1% | -32.8% |
| 3M | -29.2% | +7.7% | -36.9% | -31.4% |
| 6M | -35.4% | +32.9% | -68.3% | -45.7% |
| YTD | -34.2% | +33.9% | -68.1% | -46.2% |
| 1Y | -44.7% | +33.0% | -77.7% | -54.9% |
| All | -44.7% | +35.0% | -79.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling