+6.5%
IEMG vs ADSK
-10.6%
+17.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.7% |
| 7D | -7.4% | +11.3% | -18.7% | -6.5% |
| 30D | -14.9% | +16.4% | -31.2% | -13.7% |
| 3M | -11.6% | +12.1% | -23.7% | -10.4% |
| 6M | -11.1% | +7.9% | -19.0% | -8.4% |
| YTD | +6.0% | -9.1% | +15.1% | +10.7% |
| 1Y | +6.5% | -10.6% | +17.1% | +11.7% |
| All | +6.5% | -10.6% | +17.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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