-10.2%
ADSK vs IOVA
+362.8%
-373.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +7.0% |
| 7D | +11.4% | -41.3% | +52.7% | +11.5% |
| 30D | +21.9% | -38.5% | +60.4% | +22.0% |
| 3M | +13.9% | +99.5% | -85.7% | +12.6% |
| 6M | +9.1% | +126.0% | -116.9% | +7.3% |
| YTD | -8.8% | +218.7% | -227.4% | -12.3% |
| 1Y | -10.2% | +378.0% | -388.2% | -12.3% |
| All | -10.2% | +362.8% | -373.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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