+29.6%
ADSK vs IP
+13.9%
+15.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | +4.9% | -5.1% | +9.9% | +5.6% |
| 30D | +11.3% | +8.5% | +2.8% | +10.2% |
| 3M | +7.9% | -13.8% | +21.8% | +9.7% |
| 6M | +7.7% | +5.7% | +1.9% | +6.5% |
| YTD | -11.6% | -9.1% | -2.5% | -11.1% |
| 1Y | -11.2% | -0.8% | -10.4% | -12.3% |
| 3Y | +29.6% | +14.8% | +14.8% | +26.9% |
| All | +29.6% | +13.9% | +15.7% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling