+186.9%
IONQ vs APLD
+230.9%
-44.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +9.7% | +13.7% | +21.1% |
| 7D | +8.6% | -12.7% | +21.3% | +12.4% |
| 30D | -21.1% | -34.7% | +13.6% | -12.7% |
| 3M | -17.9% | -46.1% | +28.2% | -5.4% |
| 6M | -37.9% | -64.9% | +26.9% | -21.5% |
| YTD | -27.3% | -36.6% | +9.3% | -20.2% |
| 1Y | -43.2% | -50.0% | +6.8% | -34.7% |
| 3Y | +191.0% | +190.1% | +0.9% | +105.4% |
| All | +186.9% | +230.9% | -44.0% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling