-44.7%
IONQ vs ADSK
-10.6%
-34.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.0% | -8.5% | -2.2% |
| 7D | -8.9% | +11.4% | -20.3% | -10.2% |
| 30D | -31.3% | +21.9% | -53.2% | -33.1% |
| 3M | -29.2% | +13.9% | -43.1% | -30.3% |
| 6M | -35.4% | +9.1% | -44.5% | -34.3% |
| YTD | -34.2% | -8.8% | -25.4% | -34.0% |
| 1Y | -44.7% | -10.2% | -34.4% | -44.5% |
| All | -44.7% | -10.6% | -34.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling