+265.9%
IONQ vs IEF
-9.9%
+275.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | -1.0% | -0.8% | -0.2% | -0.2% |
| 3M | -39.8% | -1.0% | -38.8% | -39.2% |
| 6M | +6.4% | -2.8% | +9.2% | +9.5% |
| YTD | -11.9% | -1.5% | -10.4% | -10.4% |
| 1Y | -6.2% | -0.4% | -5.7% | -5.7% |
| 3Y | +125.7% | +9.7% | +116.0% | +103.0% |
| 5Y | +296.0% | -8.3% | +304.3% | +271.7% |
| All | +265.9% | -9.9% | +275.8% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling