+224.0%
IONQ vs ARES
+254.0%
-30.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +16.7% | +8.1% | +8.5% | +8.6% |
| 30D | -12.3% | +18.9% | -31.2% | -26.0% |
| 3M | -17.7% | +2.3% | -20.1% | -20.7% |
| 6M | -28.9% | +12.7% | -41.7% | -38.6% |
| YTD | -22.0% | -10.8% | -11.3% | -16.5% |
| 1Y | -36.8% | -5.3% | -31.5% | -36.3% |
| 3Y | +228.2% | +42.0% | +186.2% | +120.1% |
| 5Y | +91.9% | +88.3% | +3.7% | -8.4% |
| All | +224.0% | +254.0% | -30.0% | +31.6% |
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 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