+91.9%
IONQ vs MTCH
-72.9%
+164.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.9% |
| 7D | +16.7% | +3.7% | +12.9% | +14.3% |
| 30D | -12.3% | -2.8% | -9.5% | -11.7% |
| 3M | -17.7% | +9.3% | -27.0% | -23.7% |
| 6M | -28.9% | +9.2% | -38.1% | -34.8% |
| YTD | -22.0% | +26.5% | -48.5% | -34.6% |
| 1Y | -36.8% | +22.6% | -59.4% | -46.0% |
| 3Y | +228.2% | +40.8% | +187.5% | +133.9% |
| 5Y | +91.9% | -72.9% | +164.8% | +663.7% |
| All | +91.9% | -72.9% | +164.8% | +663.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling