+227.2%
IONQ vs APTV
-69.6%
+296.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.6% |
| 7D | +25.5% | -9.8% | +35.2% | +33.2% |
| 30D | -11.4% | -8.9% | -2.5% | -6.5% |
| 3M | -20.5% | -19.5% | -1.0% | -9.2% |
| 6M | -28.2% | -31.1% | +2.9% | -11.6% |
| YTD | -21.2% | -47.5% | +26.3% | +15.6% |
| 1Y | -40.4% | -52.3% | +11.9% | -6.4% |
| 3Y | +214.7% | -45.2% | +259.9% | +328.5% |
| 5Y | +56.9% | -76.9% | +133.7% | +239.4% |
| All | +227.2% | -69.6% | +296.8% | +583.3% |
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