-24.5%
ADSK vs IJR
+39.9%
-64.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 3M | +3.3% | +0.2% | +3.1% | +2.8% |
| 6M | -15.7% | +14.7% | -30.4% | -26.7% |
| YTD | -28.2% | +18.9% | -47.1% | -39.9% |
| 1Y | -34.5% | +19.9% | -54.5% | -45.9% |
| 3Y | -2.9% | +53.0% | -55.9% | -40.3% |
| All | -24.5% | +39.9% | -64.4% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling