+129.0%
META vs IONQ
+193.2%
-64.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +23.4% | -22.6% | -2.3% |
| 7D | -0.8% | +8.6% | -9.4% | -2.3% |
| 30D | -15.4% | -21.1% | +5.7% | -13.3% |
| 3M | +3.5% | -17.9% | +21.4% | +5.0% |
| 6M | -0.3% | -37.9% | +37.7% | +3.4% |
| YTD | -7.3% | -27.3% | +20.0% | -8.1% |
| 1Y | -1.1% | -43.2% | +42.1% | +0.8% |
| 3Y | +95.1% | +191.0% | -95.9% | +28.9% |
| 5Y | +80.6% | +69.3% | +11.3% | +4.3% |
| All | +129.0% | +193.2% | -64.2% | +20.3% |
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