+3,290.7%
ADSK vs IEF
+126.3%
+3,164.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -3.8% |
| 30D | -14.9% | -1.7% | -13.1% | -16.4% |
| 3M | +3.3% | -2.5% | +5.9% | +0.6% |
| 6M | -15.7% | -3.3% | -12.4% | -18.5% |
| YTD | -28.2% | -2.8% | -25.4% | -30.3% |
| 1Y | -34.5% | -2.7% | -31.8% | -36.4% |
| 3Y | -2.9% | +8.9% | -11.8% | +5.9% |
| 5Y | -25.3% | -9.4% | -15.9% | -38.9% |
| 10Y | +217.8% | +3.7% | +214.1% | +228.1% |
| All | +3,290.7% | +126.3% | +3,164.5% | +15,648.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling