+2,924.7%
ADSK vs IWD
+745.9%
+2,178.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -3.6% | +1.7% | -5.3% | -5.5% |
| 30D | +12.6% | +3.2% | +9.4% | +8.6% |
| 3M | +4.0% | +2.3% | +1.7% | +1.4% |
| 6M | +10.5% | +12.9% | -2.5% | -4.3% |
| YTD | -12.3% | +26.2% | -38.6% | -33.6% |
| 1Y | -14.0% | +28.3% | -42.3% | -36.1% |
| 3Y | +23.2% | +84.4% | -61.2% | -39.9% |
| 5Y | -21.2% | +73.0% | -94.2% | -57.2% |
| 10Y | +251.6% | +203.3% | +48.2% | +1.1% |
| All | +2,924.7% | +745.9% | +2,178.8% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling