+144.7%
IONQ vs ARWR
-24.5%
+169.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.8% | -3.7% | -7.7% |
| 7D | -16.7% | -5.0% | -11.7% | -14.8% |
| 30D | -38.9% | -6.6% | -32.3% | -37.0% |
| 3M | -33.8% | -33.9% | +0.1% | -21.9% |
| 6M | -44.9% | -23.3% | -21.6% | -39.6% |
| YTD | -41.1% | -13.5% | -27.6% | -38.9% |
| 1Y | -52.3% | +42.5% | -94.8% | -60.9% |
| 3Y | +128.2% | +104.1% | +24.1% | +37.5% |
| 5Y | +37.2% | -28.8% | +66.0% | +16.0% |
| All | +144.7% | -24.5% | +169.2% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling