+52.8%
IONQ vs IEF
-7.4%
+60.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +8.6% | +0.1% | +8.5% | +8.4% |
| 30D | -21.1% | +3.1% | -24.2% | -23.4% |
| 3M | -17.9% | -0.5% | -17.4% | -17.5% |
| 6M | -37.9% | -1.6% | -36.3% | -36.9% |
| YTD | -27.3% | -1.6% | -25.7% | -26.0% |
| 1Y | -43.2% | -1.5% | -41.7% | -42.3% |
| 3Y | +191.0% | +12.4% | +178.6% | +155.6% |
| All | +52.8% | -7.4% | +60.1% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling