+240.3%
IONQ vs ADSK
-30.2%
+270.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.6% |
| 7D | -7.0% | -2.5% | -4.5% | -5.1% |
| 30D | -18.7% | -14.9% | -3.8% | -8.0% |
| 3M | -36.6% | +3.3% | -39.9% | -41.8% |
| 6M | +7.2% | -15.7% | +22.9% | +15.0% |
| YTD | -18.1% | -28.2% | +10.1% | +1.6% |
| 1Y | -21.9% | -34.5% | +12.7% | +6.1% |
| 3Y | +86.7% | -2.9% | +89.6% | +69.7% |
| 5Y | +267.5% | -25.3% | +292.8% | +326.7% |
| All | +240.3% | -30.2% | +270.4% | +293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling