+265.9%
IONQ vs MET
+147.3%
+118.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.5% |
| 7D | +0.8% | +1.2% | -0.3% | -0.1% |
| 30D | -1.0% | +1.4% | -2.4% | -2.6% |
| 3M | -39.8% | +17.7% | -57.5% | -47.7% |
| 6M | +6.4% | +35.0% | -28.6% | -16.5% |
| YTD | -11.9% | +26.3% | -38.2% | -27.5% |
| 1Y | -6.2% | +22.8% | -29.0% | -21.4% |
| 3Y | +125.7% | +65.9% | +59.8% | +57.6% |
| 5Y | +296.0% | +85.4% | +210.6% | +168.6% |
| All | +265.9% | +147.3% | +118.7% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling