+150.0%
IONQ vs MET
+85.6%
+64.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -7.1% |
| 7D | -11.5% | +4.5% | -15.9% | -14.6% |
| 30D | -8.1% | +3.5% | -11.6% | -11.0% |
| 3M | -35.8% | +5.9% | -41.7% | -39.5% |
| 6M | -47.7% | +33.1% | -80.8% | -61.8% |
| YTD | -35.6% | +33.6% | -69.2% | -53.1% |
| 1Y | -36.4% | +32.7% | -69.1% | -53.5% |
| 3Y | +150.0% | +85.0% | +65.0% | +15.5% |
| All | +150.0% | +85.6% | +64.5% | +15.5% |
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