+536.9%
ADSK vs IOVA
-91.7%
+628.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | -14.3% | +5.1% | -19.4% | -14.5% |
| 30D | -14.8% | +37.2% | -52.0% | -15.7% |
| 3M | -5.7% | +117.5% | -123.2% | -8.3% |
| 6M | -18.7% | +69.6% | -88.3% | -20.6% |
| YTD | -28.3% | +218.7% | -247.0% | -31.5% |
| 1Y | -35.1% | +265.5% | -300.6% | -38.4% |
| 3Y | -3.2% | +46.2% | -49.4% | -8.0% |
| 5Y | -26.7% | -63.2% | +36.5% | -29.0% |
| 10Y | +208.4% | +6.1% | +202.3% | +189.5% |
| All | +536.9% | -91.7% | +628.6% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling