-24.5%
ADSK vs IFF
-35.8%
+11.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -3.2% | +0.6% | -1.6% |
| 30D | -14.9% | -0.3% | -14.6% | -14.8% |
| 3M | +3.3% | +8.4% | -5.1% | +0.7% |
| 6M | -15.7% | +23.0% | -38.7% | -22.2% |
| YTD | -28.2% | +25.5% | -53.7% | -34.7% |
| 1Y | -34.5% | +29.1% | -63.6% | -41.2% |
| 3Y | -2.9% | +31.7% | -34.6% | -16.8% |
| All | -24.5% | -35.8% | +11.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling