-16.6%
ADSK vs IRM
+7.3%
-24.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.2% |
| 7D | -10.9% | -1.8% | -9.1% | -11.1% |
| 30D | -15.9% | -7.8% | -8.1% | -16.6% |
| 3M | -4.4% | -7.9% | +3.5% | -5.4% |
| 6M | -16.6% | +6.3% | -23.0% | -21.1% |
| All | -16.6% | +7.3% | -24.0% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling