+202.0%
IONQ vs ARMK
+102.3%
+99.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.5% | +19.0% | +19.9% |
| 7D | +8.6% | -2.6% | +11.2% | +11.5% |
| 30D | -21.1% | -5.2% | -15.9% | -17.4% |
| 3M | -17.9% | -6.5% | -11.4% | -13.6% |
| 6M | -37.9% | +15.3% | -53.2% | -45.7% |
| YTD | -27.3% | +43.6% | -70.9% | -47.1% |
| 1Y | -43.2% | +42.1% | -85.3% | -58.5% |
| 3Y | +191.0% | +94.0% | +97.0% | +59.5% |
| 5Y | +69.3% | +96.3% | -27.0% | -13.5% |
| All | +202.0% | +102.3% | +99.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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