-24.5%
ADSK vs IVZ
+61.1%
-85.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | -14.9% | +3.0% | -17.9% | -16.0% |
| 3M | +3.3% | +14.9% | -11.5% | -4.0% |
| 6M | -15.7% | +36.7% | -52.4% | -28.6% |
| YTD | -28.2% | +25.7% | -53.9% | -37.1% |
| 1Y | -34.5% | +47.7% | -82.2% | -47.4% |
| 3Y | -2.9% | +138.8% | -141.7% | -43.0% |
| All | -24.5% | +61.1% | -85.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling