+109.3%
IONQ vs MTCH
-3.6%
+112.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.0% |
| 7D | +7.1% | -1.8% | +8.9% | +7.7% |
| 30D | -8.9% | +10.4% | -19.4% | -12.4% |
| 3M | -35.6% | +21.0% | -56.6% | -40.2% |
| 6M | +13.3% | +36.6% | -23.4% | +1.1% |
| YTD | -9.8% | +29.7% | -39.5% | -18.1% |
| 1Y | -1.3% | +8.6% | -9.9% | -5.7% |
| 3Y | +109.3% | -2.7% | +112.0% | +72.7% |
| All | +109.3% | -3.6% | +112.9% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling