+76.9%
IONQ vs IEFA
+49.1%
+27.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -3.3% |
| 7D | +15.3% | -1.1% | +16.4% | +18.5% |
| 30D | -6.1% | +1.3% | -7.4% | -8.5% |
| 3M | -21.6% | -3.2% | -18.4% | -15.1% |
| 6M | -40.1% | +2.0% | -42.1% | -41.2% |
| YTD | -24.1% | +10.7% | -34.8% | -37.2% |
| 1Y | -37.4% | +13.0% | -50.4% | -50.4% |
| 3Y | +219.5% | +67.1% | +152.4% | +9.4% |
| 5Y | +76.9% | +49.4% | +27.5% | -4.2% |
| All | +76.9% | +49.1% | +27.8% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling