+76.9%
IONQ vs ARMK
+106.1%
-29.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.9% |
| 7D | +15.3% | +2.8% | +12.5% | +13.5% |
| 30D | -6.1% | -1.8% | -4.3% | -3.9% |
| 3M | -21.6% | -10.9% | -10.7% | -12.7% |
| 6M | -40.1% | +21.2% | -61.4% | -51.4% |
| YTD | -24.1% | +47.0% | -71.1% | -49.5% |
| 1Y | -37.4% | +42.9% | -80.3% | -57.5% |
| 3Y | +219.5% | +95.0% | +124.5% | +47.4% |
| 5Y | +76.9% | +106.2% | -29.3% | -27.0% |
| All | +76.9% | +106.1% | -29.2% | -27.0% |
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