+215.4%
ADSK vs IJR
+172.1%
+43.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | -0.1% |
| 7D | -2.5% | -2.2% | -0.4% | -0.6% |
| 30D | -14.9% | -4.6% | -10.3% | -11.3% |
| 3M | +3.3% | +0.2% | +3.1% | +2.8% |
| 6M | -15.7% | +14.7% | -30.4% | -26.1% |
| YTD | -28.2% | +18.9% | -47.1% | -39.3% |
| 1Y | -34.5% | +19.9% | -54.5% | -45.2% |
| 3Y | -2.9% | +53.0% | -55.9% | -36.5% |
| 5Y | -25.3% | +40.9% | -66.2% | -46.3% |
| All | +215.4% | +172.1% | +43.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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