+5,720.0%
ADSK vs IP
+331.0%
+5,389.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +4.9% | -5.1% | +9.9% | +6.8% |
| 30D | +11.3% | +8.5% | +2.8% | +8.0% |
| 3M | +7.9% | -13.8% | +21.8% | +13.5% |
| 6M | +7.7% | +5.7% | +1.9% | +3.5% |
| YTD | -11.6% | -9.1% | -2.5% | -12.0% |
| 1Y | -11.2% | -0.8% | -10.4% | -14.7% |
| 3Y | +29.6% | +14.8% | +14.8% | +12.1% |
| 5Y | -19.4% | -11.5% | -7.8% | -23.3% |
| 10Y | +276.9% | +27.9% | +249.0% | +196.3% |
| All | +5,720.0% | +331.0% | +5,389.0% | +2,051.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling