+2,234.6%
ICE vs ADSK
+362.6%
+1,872.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -1.4% |
| 7D | -5.3% | -10.9% | +5.6% | -1.3% |
| 30D | +3.0% | -15.9% | +18.9% | +9.5% |
| 3M | +11.4% | -4.4% | +15.8% | +12.2% |
| 6M | -2.0% | -16.6% | +14.6% | +3.3% |
| YTD | -3.1% | -28.5% | +25.4% | +7.8% |
| 1Y | -8.4% | -34.6% | +26.3% | +5.4% |
| 3Y | +40.7% | -3.5% | +44.2% | +34.9% |
| 5Y | +40.0% | -25.6% | +65.6% | +40.8% |
| 10Y | +213.5% | +216.6% | -3.1% | +46.7% |
| All | +2,234.6% | +362.6% | +1,872.0% | +515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling