+202.0%
IONQ vs APH
+379.7%
-177.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.1% | +19.3% | +19.0% |
| 7D | +8.6% | -5.9% | +14.5% | +16.4% |
| 30D | -21.1% | -14.8% | -6.3% | -6.1% |
| 3M | -17.9% | -12.4% | -5.4% | -6.0% |
| 6M | -37.9% | +8.1% | -46.0% | -45.2% |
| YTD | -27.3% | +10.9% | -38.2% | -43.9% |
| 1Y | -43.2% | +8.8% | -52.0% | -55.0% |
| 3Y | +191.0% | +262.1% | -71.1% | -59.3% |
| 5Y | +69.3% | +283.1% | -213.9% | -77.2% |
| All | +202.0% | +379.7% | -177.7% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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