+391.7%
APP vs IONQ
+276.7%
+114.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -23.3% | -1.0% | -22.2% | -23.8% |
| 3M | -42.6% | -39.8% | -2.8% | -33.9% |
| 6M | -33.6% | +6.4% | -40.0% | -38.4% |
| YTD | -52.4% | -11.9% | -40.5% | -53.6% |
| 1Y | -35.9% | -6.2% | -29.7% | -42.3% |
| 3Y | +642.2% | +125.7% | +516.5% | +272.6% |
| 5Y | +311.1% | +296.0% | +15.1% | +34.0% |
| All | +391.7% | +276.7% | +114.9% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling