-1.1%
META vs IONQ
-43.1%
+42.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +23.4% | -22.6% | -0.8% |
| 7D | -0.8% | +8.6% | -9.4% | -1.5% |
| 30D | -15.4% | -21.1% | +5.7% | -14.5% |
| 3M | +3.5% | -17.9% | +21.4% | +4.1% |
| 6M | -0.3% | -37.9% | +37.7% | +2.1% |
| YTD | -7.3% | -27.3% | +20.0% | -9.2% |
| 1Y | -1.1% | -43.2% | +42.1% | -1.0% |
| All | -1.1% | -43.1% | +42.0% | -1.0% |
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