-2.9%
ADSK vs IVZ
+134.7%
-137.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | -14.9% | +3.0% | -17.9% | -15.7% |
| 3M | +3.3% | +14.9% | -11.5% | -1.8% |
| 6M | -15.7% | +36.7% | -52.4% | -25.3% |
| YTD | -28.2% | +25.7% | -53.9% | -34.7% |
| 1Y | -34.5% | +47.7% | -82.2% | -44.2% |
| 3Y | -2.9% | +138.8% | -141.7% | -35.3% |
| All | -2.9% | +134.7% | -137.6% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling