+185.7%
IONQ vs MET
+159.6%
+26.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -8.7% |
| 7D | +16.8% | +2.1% | +14.6% | +15.0% |
| 30D | -11.1% | +1.8% | -13.0% | -12.3% |
| 3M | -31.7% | +6.0% | -37.7% | -35.0% |
| 6M | -44.8% | +31.1% | -75.9% | -56.0% |
| YTD | -31.2% | +32.6% | -63.8% | -45.6% |
| 1Y | -39.1% | +30.5% | -69.6% | -51.3% |
| 3Y | +189.5% | +83.6% | +105.9% | +88.5% |
| 5Y | +53.2% | +84.2% | -31.0% | +1.5% |
| All | +185.7% | +159.6% | +26.2% | +70.9% |
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