-16.0%
IONQ vs ADSK
-35.0%
+19.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.8% |
| 7D | -5.6% | -10.9% | +5.3% | -3.7% |
| 30D | -15.2% | -15.9% | +0.7% | -12.3% |
| 3M | -34.9% | -4.4% | -30.6% | -34.4% |
| 6M | +4.9% | -16.6% | +21.5% | +11.9% |
| YTD | -17.9% | -28.5% | +10.6% | -9.4% |
| 1Y | -16.0% | -34.6% | +18.6% | +2.0% |
| All | -16.0% | -35.0% | +19.0% | +2.0% |
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