+109.3%
IONQ vs ADSK
-3.8%
+113.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +4.1% |
| 7D | +7.1% | -14.3% | +21.4% | +17.8% |
| 30D | -8.9% | -14.8% | +5.9% | +0.1% |
| 3M | -35.6% | -5.7% | -29.9% | -35.6% |
| 6M | +13.3% | -18.7% | +32.0% | +25.9% |
| YTD | -9.8% | -28.3% | +18.5% | +11.6% |
| 1Y | -1.3% | -35.1% | +33.7% | +34.9% |
| 3Y | +109.3% | -3.2% | +112.4% | +99.0% |
| All | +109.3% | -3.8% | +113.0% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling