+46.6%
IONQ vs ARM
+197.2%
-150.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -13.1% | +2.5% | -4.8% |
| 7D | -16.7% | -27.1% | +10.4% | -4.4% |
| 30D | -38.9% | -44.9% | +6.0% | -21.0% |
| 3M | -33.8% | -39.3% | +5.5% | -19.5% |
| 6M | -44.9% | -20.2% | -24.8% | -41.8% |
| YTD | -41.1% | +52.5% | -93.6% | -54.4% |
| 1Y | -52.3% | +4.1% | -56.4% | -56.3% |
| 3Y | +128.2% | +211.7% | -83.4% | +12.7% |
| All | +46.6% | +197.2% | -150.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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