+224.0%
IONQ vs ARMK
+108.7%
+115.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.2% |
| 7D | +16.7% | -0.7% | +17.4% | +18.1% |
| 30D | -12.3% | -1.3% | -11.0% | -10.8% |
| 3M | -17.7% | -2.5% | -15.2% | -16.2% |
| 6M | -28.9% | +20.8% | -49.7% | -40.1% |
| YTD | -22.0% | +48.2% | -70.2% | -44.6% |
| 1Y | -36.8% | +45.7% | -82.5% | -54.7% |
| 3Y | +228.2% | +96.6% | +131.7% | +78.9% |
| 5Y | +91.9% | +106.6% | -14.6% | -4.3% |
| All | +224.0% | +108.7% | +115.3% | +65.1% |
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