+215.4%
ADSK vs IRM
+440.8%
-225.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | -14.9% | -7.4% | -7.5% | -12.7% |
| 3M | +3.3% | -7.4% | +10.7% | +5.3% |
| 6M | -15.7% | +8.7% | -24.3% | -19.7% |
| YTD | -28.2% | +40.9% | -69.2% | -38.7% |
| 1Y | -34.5% | +20.5% | -55.1% | -40.8% |
| 3Y | -2.9% | +101.7% | -104.6% | -31.6% |
| 5Y | -25.3% | +197.7% | -223.0% | -55.1% |
| All | +215.4% | +440.8% | -225.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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