+76.9%
IONQ vs ADSK
-19.5%
+96.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | +15.3% | -3.7% | +19.0% | +18.5% |
| 30D | -6.1% | +11.3% | -17.4% | -15.7% |
| 3M | -21.6% | +3.3% | -24.9% | -26.6% |
| 6M | -40.1% | +10.1% | -50.3% | -50.0% |
| YTD | -24.1% | -12.2% | -11.9% | -22.3% |
| 1Y | -37.4% | -13.9% | -23.5% | -34.6% |
| 3Y | +219.5% | +23.5% | +196.0% | +124.5% |
| 5Y | +76.9% | -20.0% | +97.0% | +80.7% |
| All | +76.9% | -19.5% | +96.5% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling