+215.4%
ADSK vs ITOT
+303.4%
-88.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | -0.7% |
| 7D | -2.5% | -0.9% | -1.6% | -1.4% |
| 30D | -14.9% | -1.5% | -13.4% | -13.2% |
| 3M | +3.3% | +3.6% | -0.2% | -1.9% |
| 6M | -15.7% | +13.7% | -29.4% | -29.9% |
| YTD | -28.2% | +12.9% | -41.2% | -39.8% |
| 1Y | -34.5% | +17.2% | -51.7% | -47.8% |
| 3Y | -2.9% | +75.6% | -78.5% | -56.1% |
| 5Y | -25.3% | +75.5% | -100.8% | -65.0% |
| All | +215.4% | +303.4% | -88.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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