+167.2%
IONQ vs ARES
+36.2%
+131.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -6.5% |
| 7D | +16.8% | -0.3% | +17.1% | +17.6% |
| 30D | -11.1% | +15.3% | -26.4% | -22.2% |
| 3M | -31.7% | -5.4% | -26.4% | -29.0% |
| 6M | -44.8% | +10.0% | -54.8% | -50.8% |
| YTD | -31.2% | -14.7% | -16.5% | -22.1% |
| 1Y | -39.1% | -9.7% | -29.5% | -35.0% |
| All | +167.2% | +36.2% | +131.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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