+294.8%
IONQ vs APA
+156.4%
+138.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -1.0% | +23.4% | -24.4% | -8.1% |
| 3M | -39.8% | +12.7% | -52.5% | -42.8% |
| 6M | +6.4% | +39.4% | -33.0% | -10.1% |
| YTD | -11.9% | +79.0% | -90.9% | -32.8% |
| 1Y | -6.2% | +88.8% | -95.0% | -30.6% |
| 3Y | +125.7% | +6.4% | +119.3% | +97.1% |
| All | +294.8% | +156.4% | +138.4% | +120.0% |
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