-31.9%
ADSK vs IBB
+51.5%
-83.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.1% |
| 7D | -16.4% | +1.4% | -17.8% | -16.7% |
| 30D | -9.2% | +10.5% | -19.7% | -11.3% |
| 3M | -6.7% | +23.6% | -30.4% | -10.7% |
| 6M | -15.5% | +22.6% | -38.1% | -19.1% |
| YTD | -26.4% | +25.7% | -52.1% | -30.0% |
| 1Y | -31.9% | +51.4% | -83.3% | -39.5% |
| All | -31.9% | +51.5% | -83.4% | -39.5% |
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