+78.1%
IVV vs ADSK
+26.4%
+51.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +2.6% | +1.0% | +1.5% | +2.4% |
| 30D | -2.0% | +14.4% | -16.4% | -4.7% |
| 3M | -2.8% | +2.5% | -5.3% | -3.5% |
| 6M | +2.2% | +14.5% | -12.3% | -1.6% |
| YTD | +11.5% | -10.7% | +22.2% | +15.2% |
| 1Y | +13.5% | -11.0% | +24.5% | +17.3% |
| 3Y | +78.1% | +25.9% | +52.2% | +67.1% |
| All | +78.1% | +26.4% | +51.7% | +67.1% |
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 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