-10.6%
ADSK vs IJH
+12.9%
-23.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.3% |
| 7D | +11.3% | -3.4% | +14.7% | +11.9% |
| 30D | +16.4% | -3.1% | +19.5% | +16.9% |
| 3M | +12.1% | -6.6% | +18.8% | +13.1% |
| 6M | +7.9% | -1.6% | +9.5% | +7.4% |
| YTD | -9.1% | +9.5% | -18.5% | -14.7% |
| 1Y | -10.6% | +12.1% | -22.6% | -17.6% |
| All | -10.6% | +12.9% | -23.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling