-36.4%
IONQ vs ADSK
-12.0%
-24.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -6.5% |
| 7D | -11.5% | +1.0% | -12.5% | -11.5% |
| 30D | -8.1% | +14.4% | -22.5% | -10.0% |
| 3M | -35.8% | +2.5% | -38.3% | -35.9% |
| 6M | -47.7% | +14.5% | -62.2% | -48.6% |
| YTD | -35.6% | -10.7% | -25.0% | -35.3% |
| 1Y | -36.4% | -11.0% | -25.4% | -35.8% |
| All | -36.4% | -12.0% | -24.4% | -35.8% |
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 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