+1,873.8%
ADSK vs IVZ
+1,081.7%
+792.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.3% |
| 7D | -14.5% | +1.2% | -15.7% | -15.0% |
| 30D | -19.3% | +1.8% | -21.1% | -19.9% |
| 3M | -7.8% | +15.7% | -23.5% | -13.6% |
| 6M | -20.8% | +36.3% | -57.1% | -30.7% |
| YTD | -30.2% | +24.9% | -55.1% | -37.1% |
| 1Y | -36.5% | +48.9% | -85.4% | -46.7% |
| 3Y | -5.7% | +136.8% | -142.5% | -35.7% |
| 5Y | -28.2% | +60.0% | -88.1% | -43.8% |
| 10Y | +209.1% | +63.4% | +145.8% | +115.2% |
| All | +1,873.8% | +1,081.7% | +792.1% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling