+229.3%
APLD vs IONS
-26.6%
+255.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.4% | -12.2% | -8.3% |
| 7D | +2.7% | -26.3% | +29.0% | +13.5% |
| 30D | -21.4% | -31.9% | +10.5% | -9.5% |
| 3M | -47.8% | -48.0% | +0.1% | -33.1% |
| 6M | -64.9% | -62.6% | -2.3% | -49.7% |
| YTD | -34.9% | -63.3% | +28.4% | -5.6% |
| 1Y | -30.7% | -58.4% | +27.6% | -5.0% |
| 3Y | +305.3% | -38.2% | +343.6% | +339.2% |
| All | +229.3% | -26.6% | +255.9% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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