+214.2%
ADSK vs IBB
+125.2%
+89.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.5% |
| 7D | -10.9% | -5.2% | -5.7% | -6.9% |
| 30D | -15.9% | +1.5% | -17.3% | -17.2% |
| 3M | -4.4% | +22.1% | -26.5% | -19.5% |
| 6M | -16.6% | +17.7% | -34.4% | -28.2% |
| YTD | -28.5% | +20.2% | -48.7% | -39.8% |
| 1Y | -34.6% | +44.4% | -79.1% | -53.2% |
| 3Y | -3.5% | +61.1% | -64.5% | -38.9% |
| 5Y | -25.6% | +18.5% | -44.1% | -38.3% |
| All | +214.2% | +125.2% | +89.0% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling