-1.3%
IONQ vs MET
+24.0%
-25.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.4% |
| 7D | +7.1% | +1.1% | +6.0% | +6.4% |
| 30D | -8.9% | -2.3% | -6.6% | -8.0% |
| 3M | -35.6% | +13.9% | -49.4% | -41.7% |
| 6M | +13.3% | +34.8% | -21.5% | -10.4% |
| YTD | -9.8% | +23.5% | -33.3% | -24.8% |
| 1Y | -1.3% | +23.4% | -24.7% | -10.8% |
| All | -1.3% | +24.0% | -25.3% | -10.8% |
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