+194.9%
IONQ vs ADSK
+24.3%
+170.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +15.3% | -3.7% | +19.0% | +17.4% |
| 30D | -6.1% | +11.3% | -17.4% | -12.9% |
| 3M | -21.6% | +3.3% | -24.9% | -24.6% |
| 6M | -40.1% | +10.1% | -50.3% | -46.7% |
| YTD | -24.1% | -12.2% | -11.9% | -18.4% |
| 1Y | -37.4% | -13.9% | -23.5% | -31.4% |
| All | +194.9% | +24.3% | +170.6% | +131.4% |
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