+520.8%
APP vs IONQ
+224.7%
+296.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +3.2% |
| 7D | +48.9% | +15.3% | +33.6% | +40.3% |
| 30D | +49.4% | -6.1% | +55.5% | +50.1% |
| 3M | +27.0% | -21.6% | +48.6% | +33.2% |
| 6M | -15.4% | -40.1% | +24.7% | -5.3% |
| YTD | -39.9% | -24.1% | -15.8% | -39.9% |
| 1Y | -32.0% | -37.4% | +5.5% | -28.7% |
| 3Y | +824.3% | +219.5% | +604.8% | +312.3% |
| 5Y | +252.4% | +76.9% | +175.5% | +32.9% |
| All | +520.8% | +224.7% | +296.1% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling