+167.4%
IONQ vs IFF
-13.9%
+181.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.9% |
| 7D | -11.5% | -1.8% | -9.7% | -10.5% |
| 30D | -8.1% | -9.4% | +1.3% | -3.8% |
| 3M | -35.8% | -3.0% | -32.8% | -35.7% |
| 6M | -47.7% | +5.8% | -53.5% | -51.0% |
| YTD | -35.6% | +22.4% | -58.0% | -45.7% |
| 1Y | -36.4% | +23.0% | -59.4% | -46.9% |
| 3Y | +150.0% | +21.8% | +128.3% | +102.0% |
| 5Y | +43.3% | -39.2% | +82.6% | +74.2% |
| All | +167.4% | -13.9% | +181.3% | +213.8% |
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