+108.3%
IONQ vs APA
+5.6%
+102.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -1.0% | +23.4% | -24.4% | -6.2% |
| 3M | -39.8% | +12.7% | -52.5% | -41.8% |
| 6M | +6.4% | +39.4% | -33.0% | -7.9% |
| YTD | -11.9% | +79.0% | -90.9% | -30.7% |
| 1Y | -6.2% | +88.8% | -95.0% | -28.3% |
| All | +108.3% | +5.6% | +102.7% | +73.5% |
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