+2,956.7%
ADSK vs IBB
+562.7%
+2,394.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +1.0% | -0.5% | +1.6% | +1.4% |
| 30D | +14.4% | +4.6% | +9.8% | +10.3% |
| 3M | +2.5% | +6.8% | -4.3% | -3.4% |
| 6M | +14.5% | +23.1% | -8.7% | -3.7% |
| YTD | -10.7% | +26.0% | -36.7% | -26.7% |
| 1Y | -11.0% | +30.4% | -41.4% | -28.9% |
| 3Y | +25.9% | +85.4% | -59.6% | -24.6% |
| 5Y | -19.7% | +39.7% | -59.4% | -39.4% |
| 10Y | +258.2% | +127.1% | +131.2% | +89.6% |
| All | +2,956.7% | +562.7% | +2,394.1% | +609.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling