-36.4%
IONQ vs MTCH
+29.6%
-66.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.3% |
| 7D | -11.5% | +6.7% | -18.1% | -13.2% |
| 30D | -8.1% | -1.8% | -6.3% | -7.9% |
| 3M | -35.8% | +12.2% | -48.0% | -40.2% |
| 6M | -47.7% | +16.6% | -64.3% | -52.6% |
| YTD | -35.6% | +31.8% | -67.5% | -44.0% |
| 1Y | -36.4% | +30.8% | -67.2% | -44.0% |
| All | -36.4% | +29.6% | -66.0% | -44.0% |
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