+212.6%
IEFA vs ADSK
+571.1%
-358.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | -2.5% | +1.0% | -1.0% |
| 30D | -1.5% | -14.9% | +13.4% | +2.2% |
| 3M | +3.4% | +3.3% | +0.1% | +1.6% |
| 6M | +9.5% | -15.7% | +25.1% | +12.6% |
| YTD | +13.0% | -28.2% | +41.3% | +20.9% |
| 1Y | +18.0% | -34.5% | +52.6% | +29.3% |
| 3Y | +65.4% | -2.9% | +68.3% | +59.6% |
| 5Y | +51.6% | -25.3% | +76.9% | +51.6% |
| 10Y | +146.7% | +217.8% | -71.1% | +57.7% |
| All | +212.6% | +571.1% | -358.5% | +60.7% |
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