-10.2%
ADSK vs IOT
+8.2%
-18.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.1% | +2.9% | +5.5% |
| 7D | +11.4% | -0.5% | +11.9% | +11.6% |
| 30D | +21.9% | +1.0% | +20.9% | +21.3% |
| 3M | +13.9% | +10.9% | +3.0% | +9.2% |
| 6M | +9.1% | +39.9% | -30.8% | -3.8% |
| YTD | -8.8% | +20.8% | -29.5% | -17.2% |
| 1Y | -10.2% | +10.6% | -20.8% | -18.0% |
| All | -10.2% | +8.2% | -18.4% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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