-31.9%
ADSK vs IFF
+34.4%
-66.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.1% | -8.3% |
| 7D | -16.4% | -1.8% | -14.6% | -16.3% |
| 30D | -9.2% | -2.0% | -7.3% | -9.2% |
| 3M | -6.7% | +18.5% | -25.3% | -7.2% |
| 6M | -15.5% | +11.7% | -27.2% | -15.5% |
| YTD | -26.4% | +29.6% | -56.0% | -28.6% |
| 1Y | -31.9% | +35.0% | -66.9% | -34.5% |
| All | -31.9% | +34.4% | -66.3% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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