+249.5%
ADSK vs IFF
-21.2%
+270.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +7.9% |
| 7D | +5.1% | -3.4% | +8.4% | +6.4% |
| 30D | -9.0% | -0.9% | -8.1% | -8.8% |
| 3M | +15.4% | +7.2% | +8.2% | +12.1% |
| 6M | -8.9% | +21.2% | -30.1% | -17.2% |
| YTD | -22.7% | +25.2% | -47.9% | -31.1% |
| 1Y | -28.2% | +30.2% | -58.5% | -37.4% |
| 3Y | +5.7% | +29.9% | -24.3% | -11.1% |
| 5Y | -18.0% | -33.6% | +15.6% | -8.4% |
| 10Y | +249.5% | -20.8% | +270.2% | +225.1% |
| All | +249.5% | -21.2% | +270.6% | +225.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling