-16.0%
IONQ vs IEFA
+17.8%
-33.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -1.4% |
| 7D | -5.6% | -2.4% | -3.2% | -0.2% |
| 30D | -15.2% | -2.1% | -13.1% | -10.6% |
| 3M | -34.9% | +5.5% | -40.5% | -40.7% |
| 6M | +4.9% | +8.1% | -3.2% | -5.6% |
| YTD | -17.9% | +11.9% | -29.8% | -30.5% |
| 1Y | -16.0% | +18.1% | -34.1% | -33.8% |
| All | -16.0% | +17.8% | -33.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling