+506.6%
APP vs IONQ
+233.6%
+273.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +61.1% | +16.7% | +44.4% | +51.2% |
| 30D | +42.8% | -12.3% | +55.0% | +46.5% |
| 3M | +16.7% | -17.7% | +34.4% | +20.5% |
| 6M | -15.6% | -28.9% | +13.4% | -11.0% |
| YTD | -41.3% | -22.0% | -19.3% | -41.7% |
| 1Y | -39.3% | -36.8% | -2.5% | -36.5% |
| 3Y | +803.2% | +228.2% | +575.0% | +299.5% |
| 5Y | +313.2% | +91.9% | +221.2% | +53.1% |
| All | +506.6% | +233.6% | +273.1% | +104.0% |
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