-24.5%
ADSK vs IBN
+58.3%
-82.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.5% |
| 7D | -2.5% | -3.0% | +0.5% | -1.1% |
| 30D | -14.9% | -1.5% | -13.4% | -14.3% |
| 3M | +3.3% | +7.9% | -4.6% | -0.5% |
| 6M | -15.7% | +8.6% | -24.3% | -19.4% |
| YTD | -28.2% | -0.6% | -27.7% | -28.6% |
| 1Y | -34.5% | -7.3% | -27.2% | -32.7% |
| 3Y | -2.9% | +26.2% | -29.1% | -19.2% |
| All | -24.5% | +58.3% | -82.8% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling