+446.2%
APP vs IONQ
+152.0%
+294.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -10.5% | +41.6% | +34.4% |
| 7D | +39.7% | -16.7% | +56.4% | +46.7% |
| 30D | +27.7% | -38.9% | +66.7% | +47.6% |
| 3M | -14.8% | -33.8% | +19.0% | -5.5% |
| 6M | -25.5% | -44.9% | +19.4% | -15.1% |
| YTD | -47.2% | -41.1% | -6.1% | -42.4% |
| 1Y | -42.3% | -52.3% | +10.0% | -33.9% |
| 3Y | +806.8% | +128.2% | +678.6% | +351.9% |
| 5Y | +261.6% | +37.2% | +224.5% | +49.2% |
| All | +446.2% | +152.0% | +294.2% | +101.5% |
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