-10.2%
ADSK vs IWF
-1.6%
-8.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.7% | +7.0% |
| 7D | +11.4% | -4.2% | +15.6% | +12.6% |
| 30D | +21.9% | -8.1% | +30.0% | +24.9% |
| 3M | +13.9% | -5.1% | +18.9% | +15.4% |
| 6M | +9.1% | -1.4% | +10.5% | +8.5% |
| YTD | -8.8% | -0.1% | -8.7% | -7.9% |
| 1Y | -10.2% | -1.3% | -9.0% | -8.9% |
| All | -10.2% | -1.6% | -8.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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