-34.6%
ADSK vs IBB
+42.3%
-77.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.7% |
| 7D | -10.9% | -5.2% | -5.7% | -9.7% |
| 30D | -15.9% | +1.5% | -17.3% | -16.1% |
| 3M | -4.4% | +22.1% | -26.5% | -8.1% |
| 6M | -16.6% | +17.7% | -34.4% | -19.3% |
| YTD | -28.5% | +20.2% | -48.7% | -31.2% |
| 1Y | -34.6% | +44.4% | -79.1% | -40.7% |
| All | -34.6% | +42.3% | -77.0% | -40.7% |
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