+191.0%
IONQ vs APA
+24.2%
+166.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.6% | +20.8% | +22.8% |
| 7D | +8.6% | -15.5% | +24.1% | +12.5% |
| 30D | -21.1% | +2.4% | -23.5% | -21.7% |
| 3M | -17.9% | +22.8% | -40.7% | -22.3% |
| 6M | -37.9% | +17.9% | -55.9% | -41.2% |
| YTD | -27.3% | +87.7% | -115.0% | -43.9% |
| 1Y | -43.2% | +94.2% | -137.4% | -57.0% |
| 3Y | +191.0% | +27.2% | +163.8% | +148.0% |
| All | +191.0% | +24.2% | +166.8% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling