+1,648.7%
ADSK vs IBN
+1,463.9%
+184.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -14.5% | -5.1% | -9.4% | -13.3% |
| 30D | -19.3% | -3.5% | -15.8% | -18.5% |
| 3M | -7.8% | +11.3% | -19.1% | -10.6% |
| 6M | -20.8% | +4.4% | -25.2% | -21.9% |
| YTD | -30.2% | -1.8% | -28.4% | -30.2% |
| 1Y | -36.5% | -8.0% | -28.5% | -35.4% |
| 3Y | -5.7% | +27.1% | -32.8% | -13.0% |
| 5Y | -28.2% | +54.5% | -82.7% | -37.1% |
| 10Y | +209.1% | +314.2% | -105.1% | +98.8% |
| All | +1,648.7% | +1,463.9% | +184.8% | +645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling