+241.1%
IONQ vs MTCH
-71.6%
+312.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.9% |
| 7D | -5.6% | -1.4% | -4.1% | -5.0% |
| 30D | -15.2% | +13.6% | -28.8% | -21.3% |
| 3M | -34.9% | +22.4% | -57.3% | -42.3% |
| 6M | +4.9% | +37.2% | -32.3% | -12.3% |
| YTD | -17.9% | +31.8% | -49.7% | -30.2% |
| 1Y | -16.0% | +12.9% | -28.9% | -22.8% |
| 3Y | +90.5% | -1.1% | +91.6% | +76.8% |
| 5Y | +268.4% | -73.5% | +341.9% | +501.8% |
| All | +241.1% | -71.6% | +312.7% | +455.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling