+58.6%
IBIT vs ADSK
+8.6%
+50.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | -6.8% | -3.7% | -3.1% | -5.7% |
| 30D | -9.9% | +11.3% | -21.2% | -13.3% |
| 3M | +17.5% | +3.3% | +14.2% | +15.5% |
| 6M | -9.1% | +10.1% | -19.2% | -13.3% |
| YTD | -14.9% | -12.2% | -2.8% | -10.3% |
| 1Y | -27.6% | -13.9% | -13.7% | -22.9% |
| All | +58.6% | +8.6% | +50.1% | +36.3% |
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