+247.6%
IONQ vs APLD
+461.1%
-213.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | +0.8% | +4.1% | -3.2% | -0.1% |
| 30D | -1.0% | -11.7% | +10.7% | +1.8% |
| 3M | -39.8% | -40.3% | +0.5% | -32.6% |
| 6M | +6.4% | -8.0% | +14.4% | +7.9% |
| YTD | -11.9% | +7.5% | -19.5% | -14.3% |
| 1Y | -6.2% | +84.0% | -90.2% | -18.2% |
| 3Y | +125.7% | +356.2% | -230.5% | +42.6% |
| All | +247.6% | +461.1% | -213.5% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling