-31.9%
ADSK vs IVZ
+56.4%
-88.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.1% | -9.4% | -8.4% |
| 7D | -16.4% | +0.6% | -17.0% | -16.5% |
| 30D | -9.2% | +4.0% | -13.2% | -9.7% |
| 3M | -6.7% | +18.2% | -24.9% | -9.1% |
| 6M | -15.5% | +32.8% | -48.3% | -21.1% |
| YTD | -26.4% | +28.7% | -55.1% | -30.2% |
| 1Y | -31.9% | +55.4% | -87.3% | -39.7% |
| All | -31.9% | +56.4% | -88.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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