+126.0%
IONQ vs MET
+69.5%
+56.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.7% |
| 7D | +0.8% | +1.2% | -0.3% | -0.3% |
| 30D | -1.0% | +1.4% | -2.4% | -2.9% |
| 3M | -39.8% | +17.7% | -57.5% | -49.7% |
| 6M | +6.4% | +35.0% | -28.6% | -22.1% |
| YTD | -11.9% | +26.3% | -38.2% | -31.5% |
| 1Y | -6.2% | +22.8% | -29.0% | -25.4% |
| All | +126.0% | +69.5% | +56.5% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling