+683.6%
IYR vs ADSK
+2,433.7%
-1,750.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.6% |
| 7D | -2.8% | -10.9% | +8.1% | +0.2% |
| 30D | -2.5% | -15.9% | +13.4% | +1.8% |
| 3M | -3.0% | -4.4% | +1.4% | -2.6% |
| 6M | +1.6% | -16.6% | +18.3% | +5.3% |
| YTD | +7.3% | -28.5% | +35.8% | +15.3% |
| 1Y | +5.6% | -34.6% | +40.3% | +16.3% |
| 3Y | +28.1% | -3.5% | +31.6% | +24.3% |
| 5Y | +6.1% | -25.6% | +31.7% | +7.0% |
| 10Y | +67.7% | +216.6% | -148.9% | +5.0% |
| All | +683.6% | +2,433.7% | -1,750.2% | +211.2% |
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