+76.9%
IONQ vs IFF
-37.6%
+114.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.3% |
| 7D | +15.3% | -5.7% | +21.0% | +18.9% |
| 30D | -6.1% | -2.7% | -3.4% | -5.9% |
| 3M | -21.6% | -2.3% | -19.3% | -21.9% |
| 6M | -40.1% | +6.0% | -46.1% | -44.3% |
| YTD | -24.1% | +24.6% | -48.7% | -38.1% |
| 1Y | -37.4% | +29.4% | -66.8% | -50.9% |
| 3Y | +219.5% | +23.1% | +196.4% | +145.5% |
| 5Y | +76.9% | -37.2% | +114.1% | +170.9% |
| All | +76.9% | -37.6% | +114.5% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling