+265.9%
IONQ vs APH
+431.6%
-165.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.3% |
| 7D | +0.8% | +5.0% | -4.1% | -4.6% |
| 30D | -1.0% | -3.9% | +2.9% | +3.2% |
| 3M | -39.8% | +13.0% | -52.8% | -48.3% |
| 6M | +6.4% | +25.2% | -18.7% | -21.2% |
| YTD | -11.9% | +22.9% | -34.9% | -38.8% |
| 1Y | -6.2% | +47.8% | -54.0% | -49.9% |
| 3Y | +125.7% | +283.0% | -157.3% | -69.3% |
| 5Y | +296.0% | +349.7% | -53.7% | -53.8% |
| All | +265.9% | +431.6% | -165.6% | -62.9% |
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