+132.5%
IONQ vs APLD
+201.5%
-69.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.7% | +4.2% | -7.1% |
| 7D | -16.7% | -27.0% | +10.3% | -10.3% |
| 30D | -38.9% | -44.1% | +5.1% | -30.2% |
| 3M | -33.8% | -52.6% | +18.8% | -21.7% |
| 6M | -44.9% | -64.5% | +19.5% | -30.5% |
| YTD | -41.1% | -42.2% | +1.1% | -34.1% |
| 1Y | -52.3% | -57.2% | +4.9% | -43.5% |
| 3Y | +128.2% | +159.5% | -31.3% | +64.6% |
| All | +132.5% | +201.5% | -69.0% | +23.2% |
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