+42.1%
ICE vs ADSK
-3.2%
+45.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | +4.0% | -14.9% | +18.9% | +7.7% |
| 3M | +13.7% | +3.3% | +10.4% | +12.0% |
| 6M | +0.9% | -15.7% | +16.6% | +3.9% |
| YTD | -2.1% | -28.2% | +26.1% | +3.9% |
| 1Y | -9.5% | -34.5% | +25.0% | -2.2% |
| 3Y | +42.1% | -2.9% | +45.0% | +38.4% |
| All | +42.1% | -3.2% | +45.3% | +38.4% |
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