-44.7%
IONQ vs MTCH
+27.4%
-72.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.8% |
| 7D | -8.9% | -4.4% | -4.5% | -7.9% |
| 30D | -31.3% | -0.3% | -31.0% | -31.8% |
| 3M | -29.2% | -2.0% | -27.2% | -29.7% |
| 6M | -35.4% | +6.4% | -41.9% | -38.6% |
| YTD | -34.2% | +27.3% | -61.5% | -42.7% |
| 1Y | -44.7% | +30.3% | -75.0% | -53.0% |
| All | -44.7% | +27.4% | -72.1% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling