+215.4%
ADSK vs IBN
+324.2%
-108.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -1.4% |
| 30D | -14.9% | -1.5% | -13.4% | -14.4% |
| 3M | +3.3% | +7.9% | -4.6% | +0.3% |
| 6M | -15.7% | +8.6% | -24.3% | -18.6% |
| YTD | -28.2% | -0.6% | -27.7% | -28.6% |
| 1Y | -34.5% | -7.3% | -27.2% | -33.3% |
| 3Y | -2.9% | +26.2% | -29.1% | -13.3% |
| 5Y | -25.3% | +57.8% | -83.2% | -38.8% |
| All | +215.4% | +324.2% | -108.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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