+108.3%
IONQ vs APLD
+351.5%
-243.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | +0.8% | +4.1% | -3.2% | -0.4% |
| 30D | -1.0% | -11.7% | +10.7% | +2.7% |
| 3M | -39.8% | -40.3% | +0.5% | -30.1% |
| 6M | +6.4% | -8.0% | +14.4% | +8.0% |
| YTD | -11.9% | +7.5% | -19.5% | -15.5% |
| 1Y | -6.2% | +84.0% | -90.2% | -22.3% |
| All | +108.3% | +351.5% | -243.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling