+2,424.6%
ADSK vs IAG
+378.9%
+2,045.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.8% |
| 7D | -14.5% | +1.7% | -16.2% | -14.6% |
| 30D | -19.3% | +11.4% | -30.8% | -20.0% |
| 3M | -7.8% | +33.0% | -40.8% | -9.9% |
| 6M | -20.8% | -6.0% | -14.8% | -21.0% |
| YTD | -30.2% | +24.6% | -54.8% | -32.2% |
| 1Y | -36.5% | +105.0% | -141.5% | -40.7% |
| 3Y | -5.7% | +837.9% | -843.6% | -22.9% |
| 5Y | -28.2% | +817.0% | -845.1% | -42.7% |
| 10Y | +209.1% | +425.3% | -216.2% | +144.4% |
| All | +2,424.6% | +378.9% | +2,045.7% | +1,944.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling