+503.8%
APP vs IONQ
+194.2%
+309.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.7% | +0.3% |
| 7D | +10.6% | +16.8% | -6.2% | +4.7% |
| 30D | +44.6% | -11.1% | +55.7% | +47.7% |
| 3M | +29.6% | -31.7% | +61.3% | +42.1% |
| 6M | -19.8% | -44.8% | +25.0% | -8.0% |
| YTD | -41.6% | -31.2% | -10.4% | -39.7% |
| 1Y | -32.7% | -39.1% | +6.5% | -28.9% |
| 3Y | +799.0% | +189.5% | +609.5% | +313.4% |
| 5Y | +250.4% | +53.2% | +197.2% | +37.5% |
| All | +503.8% | +194.2% | +309.6% | +111.0% |
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