-24.5%
ADSK vs IAG
+820.9%
-845.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.5% |
| 30D | -14.9% | +12.1% | -27.0% | -15.7% |
| 3M | +3.3% | +25.5% | -22.2% | +1.3% |
| 6M | -15.7% | -7.1% | -8.6% | -15.6% |
| YTD | -28.2% | +22.9% | -51.1% | -30.5% |
| 1Y | -34.5% | +83.3% | -117.9% | -39.4% |
| 3Y | -2.9% | +808.5% | -811.4% | -26.2% |
| All | -24.5% | +820.9% | -845.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling