+167.4%
IONQ vs ADP
+99.8%
+67.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.9% |
| 7D | -11.5% | +2.2% | -13.6% | -12.9% |
| 30D | -8.1% | +10.6% | -18.6% | -15.5% |
| 3M | -35.8% | +12.9% | -48.7% | -42.5% |
| 6M | -47.7% | +50.6% | -98.4% | -65.4% |
| YTD | -35.6% | +23.2% | -58.8% | -48.5% |
| 1Y | -36.4% | +25.3% | -61.6% | -50.3% |
| 3Y | +150.0% | +47.1% | +102.9% | +57.1% |
| 5Y | +43.3% | +50.1% | -6.7% | -9.1% |
| All | +167.4% | +99.8% | +67.6% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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