+167.4%
IONQ vs ARWR
-37.2%
+204.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.8% | -7.0% |
| 7D | -11.5% | -17.8% | +6.4% | -5.2% |
| 30D | -8.1% | -18.1% | +10.1% | -1.1% |
| 3M | -35.8% | -44.2% | +8.4% | -19.7% |
| 6M | -47.7% | -38.6% | -9.1% | -38.0% |
| YTD | -35.6% | -28.0% | -7.6% | -28.8% |
| 1Y | -36.4% | +16.1% | -52.5% | -43.8% |
| 3Y | +150.0% | +84.0% | +66.1% | +55.1% |
| 5Y | +43.3% | -35.4% | +78.7% | +26.1% |
| All | +167.4% | -37.2% | +204.6% | +137.5% |
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