+294.8%
IONQ vs APH
+120.4%
+174.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -47.8% | +48.3% | +37.4% |
| 7D | -6.9% | -48.7% | +41.8% | +29.9% |
| 30D | -1.0% | -51.9% | +50.9% | +48.4% |
| 3M | -39.8% | -43.6% | +3.7% | -26.1% |
| 6M | +6.4% | -37.5% | +44.0% | +12.2% |
| YTD | -11.9% | -38.6% | +26.7% | -13.4% |
| 1Y | -6.2% | -26.3% | +20.2% | -30.1% |
| 3Y | +125.7% | +89.2% | +36.5% | -62.1% |
| All | +294.8% | +120.4% | +174.4% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling