+209.1%
ADSK vs IP
+15.7%
+193.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.4% | -0.9% |
| 7D | -14.5% | -4.6% | -10.0% | -13.2% |
| 30D | -19.3% | -15.3% | -4.1% | -14.7% |
| 3M | -7.8% | +2.7% | -10.5% | -10.0% |
| 6M | -20.8% | -7.4% | -13.4% | -20.6% |
| YTD | -30.2% | -8.8% | -21.4% | -30.4% |
| 1Y | -36.5% | -22.4% | -14.0% | -33.0% |
| 3Y | -5.7% | +14.2% | -20.0% | -21.0% |
| 5Y | -28.2% | -21.8% | -6.4% | -29.1% |
| 10Y | +209.1% | +18.3% | +190.8% | +117.8% |
| All | +209.1% | +15.7% | +193.4% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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