+134.1%
META vs IONQ
+177.4%
-43.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | +0.5% |
| 7D | +3.1% | +16.8% | -13.7% | +0.5% |
| 30D | -18.2% | -11.1% | -7.1% | -17.4% |
| 3M | +7.8% | -31.7% | +39.5% | +12.3% |
| 6M | +3.6% | -44.8% | +48.4% | +9.5% |
| YTD | -5.3% | -31.2% | +25.9% | -5.4% |
| 1Y | +2.7% | -39.1% | +41.9% | +3.6% |
| 3Y | +91.5% | +189.5% | -98.0% | +26.3% |
| 5Y | +84.7% | +53.2% | +31.5% | +8.4% |
| All | +134.1% | +177.4% | -43.3% | +23.8% |
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