-21.9%
IONQ vs IFF
+33.4%
-55.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -7.0% | -3.2% | -3.8% | -6.6% |
| 30D | -18.7% | -0.3% | -18.4% | -18.7% |
| 3M | -36.6% | +8.4% | -45.1% | -37.5% |
| 6M | +7.2% | +23.0% | -15.8% | +5.0% |
| YTD | -18.1% | +25.5% | -43.6% | -16.4% |
| 1Y | -21.9% | +29.1% | -51.0% | -18.6% |
| All | -21.9% | +33.4% | -55.3% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling