+224.0%
IONQ vs IEF
-10.8%
+234.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.2% |
| 7D | +16.7% | -0.2% | +16.8% | +16.7% |
| 30D | -12.3% | +1.8% | -14.1% | -13.9% |
| 3M | -17.7% | -1.2% | -16.5% | -16.9% |
| 6M | -28.9% | -2.5% | -26.4% | -27.2% |
| YTD | -22.0% | -2.5% | -19.5% | -20.0% |
| 1Y | -36.8% | -2.3% | -34.5% | -35.3% |
| 3Y | +228.2% | +11.3% | +217.0% | +190.8% |
| 5Y | +91.9% | -7.6% | +99.5% | +77.5% |
| All | +224.0% | -10.8% | +234.8% | +205.7% |
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