+25.9%
ADSK vs IBB
+86.1%
-60.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +1.0% | -0.5% | +1.6% | +1.2% |
| 30D | +14.4% | +4.6% | +9.8% | +12.0% |
| 3M | +2.5% | +6.8% | -4.3% | -1.0% |
| 6M | +14.5% | +23.1% | -8.7% | +3.3% |
| YTD | -10.7% | +26.0% | -36.7% | -20.7% |
| 1Y | -11.0% | +30.4% | -41.4% | -22.6% |
| 3Y | +25.9% | +85.4% | -59.6% | -16.7% |
| All | +25.9% | +86.1% | -60.2% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling