-10.2%
ADSK vs IBB
+42.2%
-52.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +6.4% |
| 7D | +11.4% | +2.2% | +9.2% | +10.8% |
| 30D | +21.9% | +6.3% | +15.6% | +20.0% |
| 3M | +13.9% | +16.3% | -2.4% | +10.0% |
| 6M | +9.1% | +30.0% | -20.9% | +3.6% |
| YTD | -8.8% | +31.1% | -39.9% | -13.4% |
| 1Y | -10.2% | +42.0% | -52.2% | -16.3% |
| All | -10.2% | +42.2% | -52.4% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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