+228.2%
IONQ vs APA
+37.8%
+190.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +16.7% | -5.5% | +22.2% | +18.1% |
| 30D | -12.3% | -1.2% | -11.1% | -12.3% |
| 3M | -17.7% | +10.6% | -28.3% | -20.1% |
| 6M | -28.9% | +28.4% | -57.4% | -34.3% |
| YTD | -22.0% | +89.7% | -111.8% | -40.2% |
| 1Y | -36.8% | +90.6% | -127.4% | -51.8% |
| 3Y | +228.2% | +36.9% | +191.3% | +165.4% |
| All | +228.2% | +37.8% | +190.4% | +165.4% |
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