+227.2%
IONQ vs ADBE
-52.6%
+279.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.8% | +9.2% | +8.8% |
| 7D | +25.5% | -5.6% | +31.1% | +29.2% |
| 30D | -11.4% | -2.0% | -9.4% | -11.2% |
| 3M | -20.5% | -10.5% | -9.9% | -17.1% |
| 6M | -28.2% | -6.2% | -22.0% | -30.7% |
| YTD | -21.2% | -32.2% | +11.0% | -5.2% |
| 1Y | -40.4% | -27.4% | -13.0% | -32.4% |
| 3Y | +214.7% | -58.9% | +273.6% | +403.9% |
| 5Y | +56.9% | -64.5% | +121.3% | +196.2% |
| All | +227.2% | -52.6% | +279.8% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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