+202.0%
IONQ vs APTV
-70.0%
+272.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.5% | +26.9% | +25.7% |
| 7D | +8.6% | -10.2% | +18.8% | +15.5% |
| 30D | -21.1% | -10.8% | -10.3% | -15.6% |
| 3M | -17.9% | -14.8% | -3.1% | -9.6% |
| 6M | -37.9% | -30.6% | -7.4% | -24.1% |
| YTD | -27.3% | -48.2% | +20.9% | +7.4% |
| 1Y | -43.2% | -52.0% | +8.8% | -11.4% |
| 3Y | +191.0% | -47.0% | +238.0% | +305.6% |
| 5Y | +69.3% | -77.5% | +146.7% | +269.6% |
| All | +202.0% | -70.0% | +272.0% | +535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling