+259.5%
ADSK vs IWD
+203.0%
+56.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.6% |
| 7D | +1.0% | +2.3% | -1.2% | -1.6% |
| 30D | +14.4% | +3.6% | +10.8% | +9.8% |
| 3M | +2.5% | +2.2% | +0.4% | +0.1% |
| 6M | +14.5% | +13.0% | +1.5% | -1.1% |
| YTD | -10.7% | +26.5% | -37.2% | -33.0% |
| 1Y | -11.0% | +30.1% | -41.2% | -35.5% |
| 3Y | +25.9% | +84.9% | -59.0% | -40.4% |
| 5Y | -19.7% | +73.4% | -93.1% | -57.7% |
| All | +259.5% | +203.0% | +56.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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