+185.7%
IONQ vs ARKK
-38.4%
+224.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.5% | -6.9% | -6.4% |
| 7D | +16.8% | +4.6% | +12.2% | +11.7% |
| 30D | -11.1% | -12.2% | +1.1% | +5.2% |
| 3M | -31.7% | -6.0% | -25.7% | -25.3% |
| 6M | -44.8% | -2.2% | -42.6% | -41.0% |
| YTD | -31.2% | -0.5% | -30.7% | -25.0% |
| 1Y | -39.1% | -6.0% | -33.2% | -27.9% |
| 3Y | +189.5% | +92.5% | +96.9% | +70.1% |
| 5Y | +53.2% | -34.4% | +87.5% | +126.6% |
| All | +185.7% | -38.4% | +224.1% | +341.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 10y: compounded portfolio wealth divided by compounded ARKK 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…
10y analysis · Full analysis span regression · 6 months rolling