-22.1%
ADSK vs IOT
+54.4%
-76.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | -10.9% | -0.8% | -10.1% | -10.8% |
| 30D | -15.9% | -4.7% | -11.2% | -14.9% |
| 3M | -4.4% | +17.8% | -22.1% | -9.0% |
| 6M | -16.6% | +16.8% | -33.5% | -21.0% |
| YTD | -28.5% | +8.4% | -36.9% | -31.5% |
| 1Y | -34.6% | -0.8% | -33.8% | -36.4% |
| 3Y | -3.5% | +25.7% | -29.2% | -16.9% |
| All | -22.1% | +54.4% | -76.5% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling