-31.9%
ADSK vs IOT
+14.9%
-46.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.7% | -12.0% | -9.4% |
| 7D | -16.4% | -2.3% | -14.1% | -15.9% |
| 30D | -9.2% | +3.8% | -13.0% | -10.4% |
| 3M | -6.7% | +14.2% | -20.9% | -11.1% |
| 6M | -15.5% | +40.1% | -55.6% | -24.6% |
| YTD | -26.4% | +13.4% | -39.8% | -31.5% |
| 1Y | -31.9% | +12.2% | -44.1% | -36.6% |
| All | -31.9% | +14.9% | -46.7% | -36.6% |
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