-2.9%
ADSK vs IFF
+29.0%
-31.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -3.2% | +0.6% | -2.0% |
| 30D | -14.9% | -0.3% | -14.6% | -14.8% |
| 3M | +3.3% | +8.4% | -5.1% | +1.8% |
| 6M | -15.7% | +23.0% | -38.7% | -19.5% |
| YTD | -28.2% | +25.5% | -53.7% | -32.2% |
| 1Y | -34.5% | +29.1% | -63.6% | -38.7% |
| 3Y | -2.9% | +31.7% | -34.6% | -11.3% |
| All | -2.9% | +29.0% | -31.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling