+2,440.0%
ADSK vs IWD
+726.5%
+1,713.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.7% | -7.6% | -7.5% |
| 7D | -16.4% | -0.3% | -16.1% | -16.1% |
| 30D | -9.2% | +0.6% | -9.8% | -9.8% |
| 3M | -6.7% | +7.2% | -14.0% | -14.2% |
| 6M | -15.5% | +16.2% | -31.7% | -29.6% |
| YTD | -26.4% | +23.3% | -49.7% | -42.8% |
| 1Y | -31.9% | +29.6% | -61.5% | -50.0% |
| 3Y | -1.0% | +70.5% | -71.4% | -47.1% |
| 5Y | -24.5% | +73.5% | -98.0% | -59.2% |
| 10Y | +220.4% | +198.3% | +22.1% | -6.0% |
| All | +2,440.0% | +726.5% | +1,713.5% | +167.6% |
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 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