+66.9%
IYR vs ADSK
+222.2%
-155.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.4% | -2.5% | +1.2% | -0.7% |
| 30D | -2.7% | -14.9% | +12.2% | +1.1% |
| 3M | -2.1% | +3.3% | -5.5% | -3.7% |
| 6M | +3.6% | -15.7% | +19.2% | +6.8% |
| YTD | +8.1% | -28.2% | +36.4% | +15.8% |
| 1Y | +4.7% | -34.5% | +39.3% | +14.9% |
| 3Y | +29.1% | -2.9% | +32.0% | +24.8% |
| 5Y | +6.9% | -25.3% | +32.3% | +6.7% |
| All | +66.9% | +222.2% | -155.3% | +19.1% |
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