+167.4%
IONQ vs APH
+403.1%
-235.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -4.5% |
| 7D | -11.5% | +4.9% | -16.3% | -15.9% |
| 30D | -8.1% | -5.4% | -2.7% | -2.6% |
| 3M | -35.8% | -5.5% | -30.3% | -32.2% |
| 6M | -47.7% | +25.9% | -73.7% | -60.4% |
| YTD | -35.6% | +16.4% | -52.0% | -52.8% |
| 1Y | -36.4% | +16.5% | -52.9% | -53.4% |
| 3Y | +150.0% | +270.9% | -120.8% | -65.5% |
| 5Y | +43.3% | +289.5% | -246.2% | -81.3% |
| All | +167.4% | +403.1% | -235.7% | -71.4% |
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