+227.2%
IONQ vs APD
+29.5%
+197.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.4% |
| 7D | +25.5% | -1.6% | +27.0% | +26.4% |
| 30D | -11.4% | +10.6% | -22.0% | -15.8% |
| 3M | -20.5% | +2.5% | -23.0% | -21.8% |
| 6M | -28.2% | +6.0% | -34.2% | -31.1% |
| YTD | -21.2% | +28.4% | -49.7% | -33.5% |
| 1Y | -40.4% | +22.2% | -62.5% | -48.6% |
| 3Y | +214.7% | +26.6% | +188.1% | +162.8% |
| 5Y | +56.9% | +11.8% | +45.1% | +23.7% |
| All | +227.2% | +29.5% | +197.8% | +146.7% |
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