+804.2%
IWM vs ADSK
+2,360.7%
-1,556.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.5% |
| 7D | +1.4% | -14.3% | +15.7% | +6.8% |
| 30D | -2.3% | -14.8% | +12.5% | +2.8% |
| 3M | +4.0% | -5.7% | +9.7% | +4.7% |
| 6M | +17.9% | -18.7% | +36.6% | +24.0% |
| YTD | +20.2% | -28.3% | +48.5% | +31.4% |
| 1Y | +25.0% | -35.1% | +60.0% | +41.4% |
| 3Y | +66.0% | -3.2% | +69.2% | +60.7% |
| 5Y | +40.0% | -26.7% | +66.8% | +44.5% |
| 10Y | +166.9% | +208.4% | -41.5% | +57.0% |
| All | +804.2% | +2,360.7% | -1,556.5% | +132.0% |
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