-10.2%
ADSK vs IAG
+56.5%
-66.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.2% | -3.2% | +7.3% |
| 7D | +11.4% | +1.1% | +10.3% | +11.3% |
| 30D | +21.9% | -5.3% | +27.2% | +21.5% |
| 3M | +13.9% | +18.0% | -4.2% | +14.9% |
| 6M | +9.1% | +7.1% | +2.0% | +10.1% |
| YTD | -8.8% | +5.9% | -14.7% | -8.0% |
| 1Y | -10.2% | +59.4% | -69.6% | -14.4% |
| All | -10.2% | +56.5% | -66.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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