+185.7%
IONQ vs ARMK
+107.4%
+78.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.2% | -9.6% | -9.5% |
| 7D | +16.8% | +7.1% | +9.6% | +11.3% |
| 30D | -11.1% | -1.6% | -9.5% | -9.5% |
| 3M | -31.7% | -10.5% | -21.2% | -25.4% |
| 6M | -44.8% | +11.8% | -56.5% | -50.0% |
| YTD | -31.2% | +47.3% | -78.5% | -50.9% |
| 1Y | -39.1% | +41.5% | -80.6% | -55.3% |
| 3Y | +189.5% | +95.3% | +94.2% | +58.5% |
| 5Y | +53.2% | +108.1% | -55.0% | -23.3% |
| All | +185.7% | +107.4% | +78.3% | +46.4% |
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