+202.0%
IONQ vs APD
+26.9%
+175.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +24.1% |
| 7D | +8.6% | -3.7% | +12.3% | +10.5% |
| 30D | -21.1% | +9.6% | -30.7% | -24.7% |
| 3M | -17.9% | +1.6% | -19.5% | -19.0% |
| 6M | -37.9% | +2.2% | -40.1% | -39.3% |
| YTD | -27.3% | +25.9% | -53.2% | -38.1% |
| 1Y | -43.2% | +20.1% | -63.3% | -50.7% |
| 3Y | +191.0% | +12.4% | +178.6% | +158.3% |
| 5Y | +69.3% | +11.1% | +58.2% | +34.0% |
| All | +202.0% | +26.9% | +175.2% | +129.7% |
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