+37.2%
IONQ vs APH
+274.6%
-237.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.3% | -1.2% | -0.3% |
| 7D | -16.7% | -12.7% | -4.0% | -3.5% |
| 30D | -38.9% | -19.2% | -19.8% | -23.1% |
| 3M | -33.8% | -16.7% | -17.1% | -20.2% |
| 6M | -44.9% | +5.1% | -50.1% | -50.6% |
| YTD | -41.1% | +6.6% | -47.7% | -53.7% |
| 1Y | -52.3% | +3.9% | -56.2% | -61.2% |
| 3Y | +128.2% | +246.0% | -117.8% | -73.1% |
| 5Y | +37.2% | +268.0% | -230.8% | -84.2% |
| All | +37.2% | +274.6% | -237.5% | -84.2% |
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 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