-14.9%
ADSK vs IRE
-98.1%
+83.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.4% | +16.3% | +1.4% |
| 7D | +1.0% | -31.8% | +32.9% | -0.1% |
| 30D | +14.4% | -71.8% | +86.2% | +11.5% |
| 3M | +2.5% | -88.9% | +91.4% | -2.0% |
| 6M | +14.5% | -95.4% | +109.8% | +10.6% |
| YTD | -10.7% | -94.2% | +83.6% | -14.3% |
| 1Y | -11.0% | -97.1% | +86.1% | -14.1% |
| All | -14.9% | -98.1% | +83.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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