+265.9%
IONQ vs ARMK
+118.6%
+147.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.0% |
| 7D | +0.8% | -2.4% | +3.2% | +2.6% |
| 30D | -1.0% | 0.0% | -1.0% | -1.4% |
| 3M | -39.8% | +6.7% | -46.5% | -43.3% |
| 6M | +6.4% | +38.8% | -32.4% | -19.8% |
| YTD | -11.9% | +55.2% | -67.1% | -39.7% |
| 1Y | -6.2% | +46.6% | -52.8% | -32.9% |
| 3Y | +125.7% | +112.9% | +12.8% | +14.8% |
| 5Y | +296.0% | +144.0% | +152.0% | +92.1% |
| All | +265.9% | +118.6% | +147.4% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling