-2.9%
ADSK vs IOVA
+43.8%
-46.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.1% |
| 7D | -2.5% | -2.2% | -0.4% | -2.4% |
| 30D | -14.9% | +27.6% | -42.5% | -16.0% |
| 3M | +3.3% | +117.2% | -113.8% | -1.5% |
| 6M | -15.7% | +77.7% | -93.3% | -19.0% |
| YTD | -28.2% | +215.0% | -243.3% | -33.9% |
| 1Y | -34.5% | +255.4% | -289.9% | -40.5% |
| 3Y | -2.9% | +42.6% | -45.5% | -16.7% |
| All | -2.9% | +43.8% | -46.7% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling