+62.8%
META vs IONQ
+295.2%
-232.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +6.7% | +0.8% | +5.9% | +6.6% |
| 30D | +4.8% | -1.0% | +5.8% | +4.4% |
| 3M | -1.6% | -39.8% | +38.2% | +4.1% |
| 6M | -7.5% | +6.4% | -13.9% | -11.1% |
| YTD | -6.4% | -11.9% | +5.5% | -8.8% |
| 1Y | -17.3% | -6.2% | -11.2% | -22.2% |
| 3Y | +109.9% | +125.7% | -15.8% | +46.1% |
| All | +62.8% | +295.2% | -232.4% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling