+215.4%
ADSK vs IOVA
+9.7%
+205.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | -0.2% |
| 7D | -2.5% | -2.2% | -0.4% | -2.3% |
| 30D | -14.9% | +27.6% | -42.5% | -17.2% |
| 3M | +3.3% | +117.2% | -113.8% | -6.1% |
| 6M | -15.7% | +77.7% | -93.3% | -22.6% |
| YTD | -28.2% | +215.0% | -243.3% | -38.8% |
| 1Y | -34.5% | +255.4% | -289.9% | -45.6% |
| 3Y | -2.9% | +42.6% | -45.5% | -20.6% |
| 5Y | -25.3% | -62.2% | +36.9% | -33.2% |
| All | +215.4% | +9.7% | +205.7% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling