+76.9%
IONQ vs APA
+88.6%
-11.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.2% | -3.7% |
| 7D | +15.3% | +5.1% | +10.2% | +13.8% |
| 30D | -6.1% | +0.3% | -6.4% | -6.5% |
| 3M | -21.6% | +15.6% | -37.2% | -25.7% |
| 6M | -40.1% | +28.9% | -69.0% | -46.1% |
| YTD | -24.1% | +96.6% | -120.6% | -43.8% |
| 1Y | -37.4% | +95.5% | -132.9% | -53.8% |
| 3Y | +219.5% | +41.8% | +177.7% | +149.8% |
| 5Y | +76.9% | +85.4% | -8.5% | +8.0% |
| All | +76.9% | +88.6% | -11.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling