+140.8%
META vs IONQ
+217.7%
-76.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.2% | +4.0% |
| 7D | +5.7% | +25.5% | -19.7% | +2.1% |
| 30D | -10.8% | -11.4% | +0.7% | -9.9% |
| 3M | +8.4% | -20.5% | +28.9% | +10.6% |
| 6M | +5.4% | -28.2% | +33.6% | +7.2% |
| YTD | -2.6% | -21.2% | +18.7% | -4.4% |
| 1Y | +3.5% | -40.4% | +43.9% | +4.8% |
| 3Y | +102.0% | +214.7% | -112.7% | +32.1% |
| 5Y | +93.1% | +56.9% | +36.2% | +12.6% |
| All | +140.8% | +217.7% | -76.9% | +25.1% |
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