+185.7%
IONQ vs IEF
-11.3%
+197.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -8.6% |
| 7D | +16.8% | -1.9% | +18.7% | +18.9% |
| 30D | -11.1% | +1.1% | -12.2% | -12.2% |
| 3M | -31.7% | -1.9% | -29.8% | -30.5% |
| 6M | -44.8% | -2.4% | -42.4% | -43.4% |
| YTD | -31.2% | -3.0% | -28.2% | -29.0% |
| 1Y | -39.1% | -3.1% | -36.0% | -37.2% |
| 3Y | +189.5% | +10.7% | +178.8% | +157.9% |
| 5Y | +53.2% | -8.0% | +61.1% | +42.2% |
| All | +185.7% | -11.3% | +197.0% | +171.1% |
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