+293.0%
IBKR vs ADSK
-3.2%
+296.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | -0.2% | -14.9% | +14.6% | +4.0% |
| 3M | +3.0% | +3.3% | -0.4% | +0.2% |
| 6M | +33.9% | -15.7% | +49.5% | +39.2% |
| YTD | +42.5% | -28.2% | +70.7% | +57.6% |
| 1Y | +44.9% | -34.5% | +79.4% | +66.7% |
| 3Y | +293.0% | -2.9% | +295.9% | +312.8% |
| All | +293.0% | -3.2% | +296.2% | +312.8% |
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