+45.7%
IONQ vs ARES
+82.0%
-36.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -7.4% |
| 7D | -11.5% | +0.5% | -11.9% | -11.6% |
| 30D | -8.1% | +19.7% | -27.7% | -23.9% |
| 3M | -35.8% | -9.0% | -26.8% | -30.3% |
| 6M | -47.7% | +11.5% | -59.3% | -54.9% |
| YTD | -35.6% | -13.8% | -21.8% | -28.4% |
| 1Y | -36.4% | -5.6% | -30.8% | -36.2% |
| 3Y | +150.0% | +36.1% | +113.9% | +62.0% |
| All | +45.7% | +82.0% | -36.3% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling