+148.0%
ADBE vs IAG
+423.2%
-275.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -12.9% | -4.1% | -8.9% | -12.8% |
| 30D | -5.6% | +10.6% | -16.3% | -6.1% |
| 3M | +6.6% | +35.4% | -28.8% | +5.0% |
| 6M | -9.6% | -9.5% | 0.0% | -9.4% |
| YTD | -28.9% | +21.8% | -50.7% | -30.2% |
| 1Y | -28.9% | +84.1% | -113.1% | -32.0% |
| 3Y | -55.6% | +817.4% | -872.9% | -62.1% |
| 5Y | -62.2% | +830.1% | -892.3% | -68.8% |
| All | +148.0% | +423.2% | -275.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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