+0.8%
META vs IONQ
-47.0%
+47.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.5% |
| 7D | +2.9% | -8.9% | +11.8% | +3.4% |
| 30D | -15.1% | -31.3% | +16.2% | -13.2% |
| 3M | +7.2% | -29.2% | +36.4% | +9.1% |
| 6M | +3.4% | -35.4% | +38.8% | +5.5% |
| YTD | -4.3% | -34.2% | +29.9% | -5.5% |
| 1Y | +0.8% | -44.7% | +45.4% | +0.4% |
| All | +0.8% | -47.0% | +47.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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