+945.1%
IGV vs ADSK
+2,143.2%
-1,198.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.4% |
| 7D | -1.5% | -14.5% | +13.0% | +5.8% |
| 30D | -3.0% | -19.3% | +16.3% | +7.1% |
| 3M | +9.6% | -7.8% | +17.4% | +12.9% |
| 6M | +16.1% | -20.8% | +36.9% | +28.4% |
| YTD | -3.6% | -30.2% | +26.6% | +12.9% |
| 1Y | -7.8% | -36.5% | +28.6% | +12.8% |
| 3Y | +40.0% | -5.7% | +45.7% | +41.0% |
| 5Y | +21.2% | -28.2% | +49.4% | +35.0% |
| 10Y | +364.4% | +209.1% | +155.3% | +158.7% |
| All | +945.1% | +2,143.2% | -1,198.1% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling