+227.2%
IONQ vs MET
+159.0%
+68.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.9% | +5.9% |
| 7D | +25.5% | +1.3% | +24.1% | +24.4% |
| 30D | -11.4% | +4.0% | -15.4% | -14.1% |
| 3M | -20.5% | +4.6% | -25.1% | -23.5% |
| 6M | -28.2% | +32.8% | -61.0% | -43.5% |
| YTD | -21.2% | +32.3% | -53.5% | -37.6% |
| 1Y | -40.4% | +37.1% | -77.5% | -54.3% |
| 3Y | +214.7% | +86.8% | +127.9% | +102.6% |
| 5Y | +56.9% | +87.4% | -30.5% | +3.8% |
| All | +227.2% | +159.0% | +68.2% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling