-39.1%
IONQ vs APLD
-41.4%
+2.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.4% | -4.0% | -6.6% |
| 7D | +16.8% | +19.6% | -2.9% | +6.9% |
| 30D | -11.1% | -24.5% | +13.3% | +1.7% |
| 3M | -31.7% | -45.6% | +13.9% | -9.2% |
| 6M | -44.8% | -61.4% | +16.7% | -14.6% |
| YTD | -31.2% | -30.9% | -0.4% | -27.0% |
| 1Y | -39.1% | -35.8% | -3.3% | -34.5% |
| All | -39.1% | -41.4% | +2.3% | -34.5% |
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