-24.5%
ADSK vs IRM
+197.3%
-221.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.4% |
| 7D | -2.5% | -1.4% | -1.1% | -2.0% |
| 30D | -14.9% | -7.4% | -7.5% | -12.6% |
| 3M | +3.3% | -7.4% | +10.7% | +5.3% |
| 6M | -15.7% | +8.7% | -24.3% | -20.3% |
| YTD | -28.2% | +40.9% | -69.2% | -40.1% |
| 1Y | -34.5% | +20.5% | -55.1% | -41.7% |
| 3Y | -2.9% | +101.7% | -104.6% | -39.8% |
| All | -24.5% | +197.3% | -221.8% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling