+240.3%
IONQ vs IFF
-11.8%
+252.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -7.0% | -3.2% | -3.8% | -5.3% |
| 30D | -18.7% | -0.3% | -18.4% | -18.7% |
| 3M | -36.6% | +8.4% | -45.1% | -40.4% |
| 6M | +7.2% | +23.0% | -15.8% | -7.5% |
| YTD | -18.1% | +25.5% | -43.6% | -31.0% |
| 1Y | -21.9% | +29.1% | -51.0% | -36.5% |
| 3Y | +86.7% | +31.7% | +55.1% | +44.8% |
| 5Y | +267.5% | -35.2% | +302.7% | +347.2% |
| All | +240.3% | -11.8% | +252.0% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling