-28.2%
ADSK vs IWD
+72.9%
-101.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -1.9% |
| 7D | -14.5% | -1.2% | -13.3% | -13.1% |
| 30D | -19.3% | -1.6% | -17.7% | -17.5% |
| 3M | -7.8% | +7.0% | -14.8% | -15.8% |
| 6M | -20.8% | +17.0% | -37.7% | -36.3% |
| YTD | -30.2% | +21.6% | -51.8% | -46.9% |
| 1Y | -36.5% | +28.0% | -64.5% | -55.1% |
| 3Y | -5.7% | +70.6% | -76.3% | -57.1% |
| 5Y | -28.2% | +73.3% | -101.5% | -66.6% |
| All | -28.2% | +72.9% | -101.1% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling