-21.8%
ADSK vs IOT
+54.1%
-76.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.5% | -4.5% | +2.0% | -1.3% |
| 30D | -14.9% | -2.4% | -12.4% | -14.4% |
| 3M | +3.3% | +19.0% | -15.6% | -2.0% |
| 6M | -15.7% | +19.6% | -35.3% | -20.6% |
| YTD | -28.2% | +8.3% | -36.5% | -31.2% |
| 1Y | -34.5% | -0.8% | -33.7% | -36.3% |
| 3Y | -2.9% | +24.4% | -27.3% | -16.2% |
| All | -21.8% | +54.1% | -76.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling