-31.7%
ADSK vs IRE
-82.8%
+51.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.2% | -12.8% | -2.3% |
| 7D | -14.3% | +58.9% | -73.2% | -13.2% |
| 30D | -14.8% | +17.2% | -32.0% | -14.1% |
| 3M | -5.7% | -58.6% | +52.9% | -4.5% |
| 6M | -18.7% | -23.5% | +4.8% | -18.0% |
| YTD | -28.3% | -47.4% | +19.1% | -27.8% |
| All | -31.7% | -82.8% | +51.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling