+166.4%
IWM vs ADSK
+222.2%
-55.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | -4.6% | -14.9% | +10.3% | +0.7% |
| 3M | -0.3% | +3.3% | -3.6% | -2.9% |
| 6M | +14.7% | -15.7% | +30.4% | +19.4% |
| YTD | +17.8% | -28.2% | +46.1% | +29.7% |
| 1Y | +21.2% | -34.5% | +55.8% | +38.3% |
| 3Y | +62.3% | -2.9% | +65.2% | +55.9% |
| 5Y | +38.7% | -25.3% | +64.0% | +41.0% |
| All | +166.4% | +222.2% | -55.9% | +60.8% |
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 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