+202.0%
IONQ vs ARES
+240.2%
-38.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.2% | +23.2% | +23.2% |
| 7D | +8.6% | +4.5% | +4.0% | +3.4% |
| 30D | -21.1% | +15.7% | -36.8% | -31.9% |
| 3M | -17.9% | -2.0% | -15.9% | -17.8% |
| 6M | -37.9% | +10.4% | -48.4% | -45.5% |
| YTD | -27.3% | -14.2% | -13.1% | -19.4% |
| 1Y | -43.2% | -7.8% | -35.4% | -41.4% |
| 3Y | +191.0% | +41.4% | +149.6% | +95.0% |
| 5Y | +69.3% | +83.7% | -14.4% | -16.5% |
| All | +202.0% | +240.2% | -38.2% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling