+191.0%
IONQ vs MET
+75.0%
+116.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +24.7% |
| 7D | +8.6% | -1.2% | +9.8% | +9.6% |
| 30D | -21.1% | +3.2% | -24.3% | -23.8% |
| 3M | -17.9% | -1.1% | -16.8% | -18.1% |
| 6M | -37.9% | +25.0% | -63.0% | -51.8% |
| YTD | -27.3% | +27.9% | -55.2% | -44.9% |
| 1Y | -43.2% | +32.9% | -76.1% | -59.0% |
| 3Y | +191.0% | +78.8% | +112.2% | +53.8% |
| All | +191.0% | +75.0% | +116.0% | +53.8% |
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 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