-34.6%
ADSK vs IWD
+27.7%
-62.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | -10.9% | -2.3% | -8.6% | -9.7% |
| 30D | -15.9% | -1.8% | -14.1% | -15.0% |
| 3M | -4.4% | +8.0% | -12.4% | -7.0% |
| 6M | -16.6% | +17.0% | -33.6% | -23.9% |
| YTD | -28.5% | +21.3% | -49.8% | -36.8% |
| 1Y | -34.6% | +27.9% | -62.6% | -45.7% |
| All | -34.6% | +27.7% | -62.3% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling