+215.4%
ADSK vs IWF
+422.7%
-207.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -2.5% | -0.9% | -1.6% | -1.5% |
| 30D | -14.9% | -1.7% | -13.1% | -13.1% |
| 3M | +3.3% | +0.7% | +2.7% | +1.0% |
| 6M | -15.7% | +8.6% | -24.2% | -25.3% |
| YTD | -28.2% | +3.5% | -31.8% | -32.5% |
| 1Y | -34.5% | +7.0% | -41.6% | -41.2% |
| 3Y | -2.9% | +76.3% | -79.2% | -55.2% |
| 5Y | -25.3% | +74.8% | -100.1% | -64.4% |
| All | +215.4% | +422.7% | -207.4% | -73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling