+108.3%
IONQ vs ARES
+48.6%
+59.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +2.2% |
| 7D | +0.8% | -1.7% | +2.5% | +2.4% |
| 30D | -1.0% | +0.3% | -1.3% | -1.8% |
| 3M | -39.8% | +8.5% | -48.3% | -45.1% |
| 6M | +6.4% | +23.5% | -17.0% | -14.5% |
| YTD | -11.9% | -11.2% | -0.7% | -3.2% |
| 1Y | -6.2% | -19.3% | +13.1% | +12.0% |
| All | +108.3% | +48.6% | +59.7% | +37.5% |
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