+66.3%
IBIT vs ADSK
-13.7%
+80.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.7% |
| 7D | +1.1% | -14.5% | +15.7% | +6.7% |
| 30D | +22.2% | -19.3% | +41.6% | +31.4% |
| 3M | +26.0% | -7.8% | +33.8% | +28.2% |
| 6M | +13.2% | -20.8% | +33.9% | +22.4% |
| YTD | -10.8% | -30.2% | +19.4% | +2.2% |
| 1Y | -29.9% | -36.5% | +6.5% | -15.7% |
| All | +66.3% | -13.7% | +80.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 3y: compounded portfolio wealth divided by compounded ADSK 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…
3y analysis · Full analysis span regression · 6 months rolling