+310.3%
IVV vs ADSK
+255.5%
+54.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | +2.6% | +1.0% | +1.5% | +2.2% |
| 30D | -2.0% | +14.4% | -16.4% | -6.3% |
| 3M | -2.8% | +2.5% | -5.3% | -4.4% |
| 6M | +2.2% | +14.5% | -12.3% | -4.0% |
| YTD | +11.5% | -10.7% | +22.2% | +12.8% |
| 1Y | +13.5% | -11.0% | +24.5% | +14.9% |
| 3Y | +78.1% | +25.9% | +52.2% | +57.1% |
| 5Y | +73.1% | -19.7% | +92.8% | +70.4% |
| All | +310.3% | +255.5% | +54.8% | +167.1% |
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