+140.8%
IEMG vs ADSK
+222.2%
-81.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.7% |
| 30D | +1.9% | -14.9% | +16.8% | +6.0% |
| 3M | +1.4% | +3.3% | -1.9% | -0.8% |
| 6M | +15.2% | -15.7% | +30.8% | +18.5% |
| YTD | +23.8% | -28.2% | +52.1% | +33.0% |
| 1Y | +30.7% | -34.5% | +65.2% | +44.1% |
| 3Y | +83.3% | -2.9% | +86.2% | +75.3% |
| 5Y | +48.8% | -25.3% | +74.1% | +48.1% |
| All | +140.8% | +222.2% | -81.4% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling