+26.4%
IWM vs ADSK
-31.6%
+58.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.5% | +0.7% |
| 7D | +0.1% | -16.4% | +16.5% | +1.1% |
| 30D | -1.3% | -9.2% | +8.0% | -0.8% |
| 3M | +1.6% | -6.7% | +8.3% | +2.3% |
| 6M | +13.6% | -15.5% | +29.1% | +15.9% |
| YTD | +20.8% | -26.4% | +47.1% | +28.9% |
| 1Y | +26.4% | -31.9% | +58.3% | +39.8% |
| All | +26.4% | -31.6% | +58.0% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling