-37.9%
IONQ vs MET
+23.7%
-61.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +23.0% |
| 7D | +8.6% | -1.2% | +9.8% | +8.7% |
| 30D | -21.1% | +3.2% | -24.3% | -19.7% |
| 3M | -17.9% | -1.1% | -16.8% | -17.7% |
| 6M | -37.9% | +25.0% | -63.0% | -38.7% |
| All | -37.9% | +23.7% | -61.7% | -38.7% |
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