-25.6%
ADSK vs IOVA
-66.4%
+40.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.9% | +2.7% |
| 7D | -10.9% | -6.4% | -4.5% | -10.5% |
| 30D | -15.9% | +25.4% | -41.3% | -17.5% |
| 3M | -4.4% | +115.3% | -119.7% | -10.9% |
| 6M | -16.6% | +56.5% | -73.2% | -20.9% |
| YTD | -28.5% | +198.2% | -226.7% | -36.3% |
| 1Y | -34.6% | +242.0% | -276.7% | -42.9% |
| 3Y | -3.5% | +36.8% | -40.3% | -17.1% |
| 5Y | -25.6% | -64.3% | +38.6% | -32.4% |
| All | -25.6% | -66.4% | +40.8% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling