+990.2%
IBKR vs ADSK
+222.2%
+768.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.6% |
| 30D | -0.2% | -14.9% | +14.6% | +4.5% |
| 3M | +3.0% | +3.3% | -0.4% | +0.5% |
| 6M | +33.9% | -15.7% | +49.5% | +38.6% |
| YTD | +42.5% | -28.2% | +70.7% | +55.0% |
| 1Y | +44.9% | -34.5% | +79.4% | +62.5% |
| 3Y | +293.0% | -2.9% | +295.9% | +283.2% |
| 5Y | +497.7% | -25.3% | +523.0% | +506.2% |
| All | +990.2% | +222.2% | +768.0% | +557.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling