+214.2%
ADSK vs IWD
+201.1%
+13.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.8% |
| 7D | -10.9% | -2.3% | -8.6% | -8.3% |
| 30D | -15.9% | -1.8% | -14.1% | -14.0% |
| 3M | -4.4% | +8.0% | -12.4% | -12.8% |
| 6M | -16.6% | +17.0% | -33.6% | -31.3% |
| YTD | -28.5% | +21.3% | -49.8% | -43.7% |
| 1Y | -34.6% | +27.9% | -62.6% | -51.8% |
| 3Y | -3.5% | +70.1% | -73.5% | -49.6% |
| 5Y | -25.6% | +74.2% | -99.8% | -61.0% |
| All | +214.2% | +201.1% | +13.1% | -16.2% |
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