+227.2%
IONQ vs ARWR
-35.3%
+262.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -15.3% | +23.7% | +14.6% |
| 7D | +25.5% | -17.3% | +42.8% | +34.3% |
| 30D | -11.4% | -21.5% | +10.1% | -3.0% |
| 3M | -20.5% | -43.8% | +23.4% | -0.9% |
| 6M | -28.2% | -32.3% | +4.0% | -18.1% |
| YTD | -21.2% | -25.8% | +4.6% | -14.0% |
| 1Y | -40.4% | +25.5% | -65.9% | -49.1% |
| 3Y | +214.7% | +84.1% | +130.5% | +94.9% |
| 5Y | +56.9% | -39.2% | +96.1% | +39.8% |
| All | +227.2% | -35.3% | +262.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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