-37.1%
APP vs IONQ
-39.6%
+2.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.3% | -3.5% | +2.5% |
| 7D | +79.2% | +25.5% | +53.7% | +65.8% |
| 30D | +48.0% | -11.4% | +59.4% | +51.8% |
| 3M | +18.2% | -20.5% | +38.7% | +23.8% |
| 6M | -12.5% | -28.2% | +15.7% | -8.0% |
| YTD | -39.2% | -21.2% | -17.9% | -43.6% |
| All | -37.1% | -39.6% | +2.5% | -38.8% |
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