-44.7%
IONQ vs APLD
-46.0%
+1.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.7% | +5.2% | +1.9% |
| 7D | -8.9% | -18.5% | +9.6% | +0.6% |
| 30D | -31.3% | -32.8% | +1.5% | -16.9% |
| 3M | -29.2% | -46.9% | +17.7% | -5.1% |
| 6M | -35.4% | -53.4% | +18.0% | -8.6% |
| YTD | -34.2% | -32.3% | -1.9% | -28.7% |
| 1Y | -44.7% | -46.5% | +1.9% | -31.5% |
| All | -44.7% | -46.0% | +1.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling