+274.7%
IONQ vs IEF
-10.0%
+284.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +7.1% | +0.1% | +7.1% | +7.1% |
| 30D | -8.9% | -0.7% | -8.2% | -8.2% |
| 3M | -35.6% | -0.4% | -35.1% | -35.2% |
| 6M | +13.3% | -2.5% | +15.8% | +16.3% |
| YTD | -9.8% | -1.6% | -8.2% | -8.1% |
| 1Y | -1.3% | -1.3% | 0.0% | 0.0% |
| 3Y | +109.3% | +10.1% | +99.2% | +87.7% |
| 5Y | +304.7% | -8.3% | +313.0% | +279.7% |
| All | +274.7% | -10.0% | +284.7% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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