+274.7%
IONQ vs ADBE
-48.6%
+323.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +4.5% |
| 7D | +7.1% | -10.1% | +17.2% | +13.9% |
| 30D | -8.9% | -3.0% | -5.9% | -8.3% |
| 3M | -35.6% | +5.0% | -40.6% | -40.1% |
| 6M | +13.3% | -9.3% | +22.6% | +13.8% |
| YTD | -9.8% | -26.5% | +16.7% | +4.7% |
| 1Y | -1.3% | -28.3% | +27.0% | +15.3% |
| 3Y | +109.3% | -54.1% | +163.3% | +213.2% |
| 5Y | +304.7% | -61.2% | +365.9% | +617.5% |
| All | +274.7% | -48.6% | +323.3% | +431.4% |
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