+227.2%
IONQ vs APA
+257.1%
-29.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +25.5% | -8.7% | +34.2% | +28.7% |
| 30D | -11.4% | -2.4% | -9.0% | -11.1% |
| 3M | -20.5% | +19.0% | -39.4% | -25.1% |
| 6M | -28.2% | +26.8% | -55.0% | -34.4% |
| YTD | -21.2% | +87.3% | -108.6% | -38.7% |
| 1Y | -40.4% | +92.3% | -132.7% | -54.2% |
| 3Y | +214.7% | +37.3% | +177.4% | +154.8% |
| 5Y | +56.9% | +73.2% | -16.3% | +15.8% |
| All | +227.2% | +257.1% | -29.9% | +120.2% |
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