+167.4%
IONQ vs APD
+32.6%
+134.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | +3.8% | -15.3% | -13.0% |
| 30D | -8.1% | +8.2% | -16.3% | -11.6% |
| 3M | -35.8% | +4.3% | -40.1% | -37.3% |
| 6M | -47.7% | +4.7% | -52.4% | -49.5% |
| YTD | -35.6% | +31.5% | -67.2% | -46.3% |
| 1Y | -36.4% | +23.5% | -59.9% | -45.3% |
| 3Y | +150.0% | +29.1% | +120.9% | +107.0% |
| 5Y | +43.3% | +15.9% | +27.4% | +11.3% |
| All | +167.4% | +32.6% | +134.8% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling