+265.9%
IONQ vs MTCH
-71.6%
+337.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.3% |
| 30D | -1.0% | +9.7% | -10.8% | -6.3% |
| 3M | -39.8% | +21.1% | -60.9% | -46.3% |
| 6M | +6.4% | +37.5% | -31.1% | -11.1% |
| YTD | -11.9% | +31.9% | -43.8% | -25.1% |
| 1Y | -6.2% | +14.6% | -20.7% | -14.5% |
| 3Y | +125.7% | -6.2% | +131.9% | +116.5% |
| 5Y | +296.0% | -70.6% | +366.6% | +538.4% |
| All | +265.9% | -71.6% | +337.5% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling