+46.2%
IBIT vs ADSK
+10.4%
+35.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.1% |
| 7D | -9.2% | +1.0% | -10.2% | -9.5% |
| 30D | -15.8% | +14.4% | -30.2% | -19.7% |
| 3M | +8.5% | +2.5% | +6.0% | +7.1% |
| 6M | -13.7% | +14.5% | -28.1% | -18.9% |
| YTD | -21.6% | -10.7% | -10.9% | -17.8% |
| 1Y | -30.0% | -11.0% | -18.9% | -26.4% |
| All | +46.2% | +10.4% | +35.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling