+2,308.5%
ADSK vs IWF
+720.7%
+1,587.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.1% |
| 7D | -14.5% | +0.5% | -15.1% | -15.1% |
| 30D | -19.3% | -1.4% | -17.9% | -18.0% |
| 3M | -7.8% | +0.4% | -8.2% | -9.8% |
| 6M | -20.8% | +8.5% | -29.2% | -29.7% |
| YTD | -30.2% | +3.7% | -33.9% | -34.6% |
| 1Y | -36.5% | +8.5% | -44.9% | -43.9% |
| 3Y | -5.7% | +78.5% | -84.3% | -55.9% |
| 5Y | -28.2% | +73.6% | -101.8% | -64.3% |
| 10Y | +209.1% | +421.3% | -212.2% | -57.5% |
| All | +2,308.5% | +720.7% | +1,587.9% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling