+278.7%
IONQ vs IFF
-35.9%
+314.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.2% | -4.8% |
| 7D | +1.3% | -3.0% | +4.4% | +3.3% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | -32.7% | +11.8% | -44.6% | -38.4% |
| 6M | +6.3% | +16.5% | -10.2% | -6.3% |
| YTD | -15.0% | +26.5% | -41.5% | -30.0% |
| 1Y | -13.3% | +32.7% | -46.0% | -32.4% |
| 3Y | +97.2% | +32.0% | +65.2% | +46.4% |
| 5Y | +278.7% | -36.1% | +314.8% | +402.9% |
| All | +278.7% | -35.9% | +314.6% | +402.9% |
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