-55.4%
APP vs IONQ
-47.0%
-8.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +11.1% |
| 7D | +4.5% | -8.9% | +13.4% | +7.6% |
| 30D | -3.6% | -31.3% | +27.6% | +7.3% |
| 3M | -35.3% | -29.2% | -6.1% | -29.6% |
| 6M | -42.8% | -35.4% | -7.4% | -38.4% |
| YTD | -59.7% | -34.2% | -25.5% | -60.2% |
| 1Y | -55.4% | -44.7% | -10.7% | -54.5% |
| All | -55.4% | -47.0% | -8.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling