+215.4%
ADSK vs IEF
+3.8%
+211.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.6% |
| 30D | -14.9% | -1.7% | -13.1% | -15.0% |
| 3M | +3.3% | -2.5% | +5.9% | +3.1% |
| 6M | -15.7% | -3.3% | -12.4% | -15.8% |
| YTD | -28.2% | -2.8% | -25.4% | -28.4% |
| 1Y | -34.5% | -2.7% | -31.8% | -34.6% |
| 3Y | -2.9% | +8.9% | -11.8% | -2.2% |
| 5Y | -25.3% | -9.4% | -15.9% | -37.3% |
| All | +215.4% | +3.8% | +211.6% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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