+37.2%
IONQ vs ARMK
+90.4%
-53.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.9% | -6.6% | -7.0% |
| 7D | -16.7% | -10.2% | -6.5% | -8.0% |
| 30D | -38.9% | -9.3% | -29.7% | -33.3% |
| 3M | -33.8% | -11.4% | -22.4% | -26.8% |
| 6M | -44.9% | +11.6% | -56.6% | -52.0% |
| YTD | -41.1% | +37.5% | -78.6% | -58.5% |
| 1Y | -52.3% | +34.9% | -87.2% | -66.1% |
| 3Y | +128.2% | +83.4% | +44.8% | +10.7% |
| 5Y | +37.2% | +87.9% | -50.7% | -37.2% |
| All | +37.2% | +90.4% | -53.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling