+500.0%
APP vs IONQ
+211.0%
+289.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +23.4% | -13.6% | +2.4% |
| 7D | +71.2% | +8.6% | +62.6% | +64.4% |
| 30D | +39.1% | -21.1% | +60.2% | +47.6% |
| 3M | +16.5% | -17.9% | +34.4% | +20.2% |
| 6M | -16.6% | -37.9% | +21.4% | -8.5% |
| YTD | -41.9% | -27.3% | -14.6% | -41.1% |
| 1Y | -37.0% | -43.2% | +6.2% | -32.0% |
| 3Y | +892.4% | +191.0% | +701.5% | +355.9% |
| 5Y | +297.3% | +69.3% | +228.0% | +52.7% |
| All | +500.0% | +211.0% | +289.1% | +106.3% |
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