+274.7%
IONQ vs APTV
-65.2%
+339.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +5.5% |
| 7D | +7.1% | +2.0% | +5.2% | +5.5% |
| 30D | -8.9% | -7.7% | -1.2% | -4.1% |
| 3M | -35.6% | -34.0% | -1.6% | -16.7% |
| 6M | +13.3% | -37.1% | +50.4% | +50.4% |
| YTD | -9.8% | -39.9% | +30.1% | +22.2% |
| 1Y | -1.3% | -44.4% | +43.1% | +41.0% |
| 3Y | +109.3% | -54.5% | +163.7% | +230.3% |
| 5Y | +304.7% | -69.1% | +373.8% | +688.5% |
| All | +274.7% | -65.2% | +339.9% | +622.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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