+109.3%
IONQ vs IFF
+33.6%
+75.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | -8.9% | -0.3% | -8.6% | -9.0% |
| 3M | -35.6% | +18.6% | -54.1% | -40.9% |
| 6M | +13.3% | +17.4% | -4.1% | +4.1% |
| YTD | -9.8% | +28.5% | -38.3% | -21.1% |
| 1Y | -1.3% | +32.5% | -33.8% | -16.1% |
| 3Y | +109.3% | +34.1% | +75.2% | +65.9% |
| All | +109.3% | +33.6% | +75.7% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling