+140.9%
META vs IONQ
+159.6%
-18.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.3% | +3.8% |
| 7D | +5.2% | -11.5% | +16.6% | +6.8% |
| 30D | -13.0% | -8.1% | -4.9% | -12.6% |
| 3M | +7.9% | -35.8% | +43.7% | +13.3% |
| 6M | +4.2% | -47.7% | +52.0% | +10.9% |
| YTD | -2.5% | -35.6% | +33.1% | -1.8% |
| 1Y | +5.6% | -36.4% | +42.0% | +5.7% |
| 3Y | +96.8% | +150.0% | -53.2% | +33.0% |
| 5Y | +90.0% | +43.3% | +46.7% | +12.5% |
| All | +140.9% | +159.6% | -18.7% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling