+224.0%
IONQ vs APH
+414.2%
-190.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | 0.0% |
| 7D | +16.7% | -5.0% | +21.7% | +23.7% |
| 30D | -12.3% | -8.4% | -3.9% | -3.5% |
| 3M | -17.7% | -4.5% | -13.2% | -14.2% |
| 6M | -28.9% | +25.3% | -54.2% | -46.5% |
| YTD | -22.0% | +18.9% | -40.9% | -44.2% |
| 1Y | -36.8% | +11.9% | -48.7% | -50.7% |
| 3Y | +228.2% | +278.0% | -49.7% | -55.7% |
| 5Y | +91.9% | +306.4% | -214.5% | -75.9% |
| All | +224.0% | +414.2% | -190.2% | -66.2% |
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