+154.0%
IONQ vs APLD
+239.8%
-85.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.8% | -0.6% | -5.0% |
| 7D | -11.5% | +2.7% | -14.2% | -12.0% |
| 30D | -8.1% | -21.4% | +13.3% | -2.6% |
| 3M | -35.8% | -47.8% | +12.1% | -25.5% |
| 6M | -47.7% | -64.9% | +17.1% | -34.0% |
| YTD | -35.6% | -34.9% | -0.8% | -29.7% |
| 1Y | -36.4% | -30.7% | -5.6% | -31.3% |
| 3Y | +150.0% | +305.3% | -155.3% | +68.4% |
| All | +154.0% | +239.8% | -85.8% | +31.4% |
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