+292.6%
APP vs IONQ
+52.1%
+240.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +23.4% | -13.6% | +2.2% |
| 7D | +71.2% | +8.6% | +62.6% | +64.2% |
| 30D | +39.1% | -21.1% | +60.2% | +47.8% |
| 3M | +16.5% | -17.9% | +34.4% | +20.2% |
| 6M | -16.6% | -37.9% | +21.4% | -8.3% |
| YTD | -41.9% | -27.3% | -14.6% | -41.1% |
| 1Y | -37.0% | -43.2% | +6.2% | -31.9% |
| 3Y | +892.4% | +191.0% | +701.5% | +335.9% |
| All | +292.6% | +52.1% | +240.6% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling