-3.3%
ADSK vs IBN
+25.1%
-28.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -10.9% | -5.5% | -5.4% | -9.5% |
| 30D | -15.9% | -3.4% | -12.5% | -15.1% |
| 3M | -4.4% | +8.7% | -13.0% | -6.5% |
| 6M | -16.6% | +3.7% | -20.4% | -17.5% |
| YTD | -28.5% | -2.4% | -26.1% | -28.1% |
| 1Y | -34.6% | -8.1% | -26.6% | -33.3% |
| All | -3.3% | +25.1% | -28.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling