+167.4%
IONQ vs ADSK
-13.1%
+180.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.9% |
| 7D | -11.5% | +1.0% | -12.5% | -12.3% |
| 30D | -8.1% | +14.4% | -22.5% | -19.2% |
| 3M | -35.8% | +2.5% | -38.3% | -39.3% |
| 6M | -47.7% | +14.5% | -62.2% | -57.7% |
| YTD | -35.6% | -10.7% | -25.0% | -35.3% |
| 1Y | -36.4% | -11.0% | -25.4% | -35.8% |
| 3Y | +150.0% | +25.9% | +124.2% | +76.8% |
| 5Y | +43.3% | -19.7% | +63.0% | +45.1% |
| All | +167.4% | -13.1% | +180.5% | +150.8% |
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