+213.7%
ICE vs ADSK
+222.2%
-8.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.4% | -2.5% | +0.1% | -1.7% |
| 30D | +4.0% | -14.9% | +18.9% | +8.3% |
| 3M | +13.7% | +3.3% | +10.4% | +12.0% |
| 6M | +0.9% | -15.7% | +16.6% | +4.5% |
| YTD | -2.1% | -28.2% | +26.1% | +5.5% |
| 1Y | -9.5% | -34.5% | +25.0% | -0.1% |
| 3Y | +42.1% | -2.9% | +45.0% | +38.2% |
| 5Y | +41.4% | -25.3% | +66.7% | +42.3% |
| All | +213.7% | +222.2% | -8.5% | +122.8% |
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 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