+274.7%
IONQ vs APA
+247.4%
+27.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.9% |
| 7D | +7.1% | -1.7% | +8.8% | +7.6% |
| 30D | -8.9% | +15.7% | -24.6% | -13.1% |
| 3M | -35.6% | +16.5% | -52.0% | -39.1% |
| 6M | +13.3% | +35.1% | -21.8% | -0.8% |
| YTD | -9.8% | +82.2% | -92.0% | -28.9% |
| 1Y | -1.3% | +102.5% | -103.8% | -25.4% |
| 3Y | +109.3% | +10.3% | +99.0% | +82.0% |
| 5Y | +304.7% | +166.1% | +138.6% | +187.0% |
| All | +274.7% | +247.4% | +27.4% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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