+6.4%
IONQ vs MET
+36.0%
-29.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +0.8% | +1.2% | -0.3% | +0.3% |
| 30D | -1.0% | +1.4% | -2.4% | -2.3% |
| 3M | -39.8% | +17.7% | -57.5% | -48.4% |
| 6M | +6.4% | +35.0% | -28.6% | -24.7% |
| All | +6.4% | +36.0% | -29.5% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling