-55.3%
ADBE vs IOT
+23.8%
-79.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -5.4% | -4.5% | -0.8% | -4.2% |
| 30D | -2.5% | -2.4% | -0.1% | -2.0% |
| 3M | +15.3% | +19.0% | -3.7% | +10.1% |
| 6M | -7.8% | +19.6% | -27.5% | -12.3% |
| YTD | -27.9% | +8.3% | -36.2% | -30.7% |
| 1Y | -28.0% | -0.8% | -27.2% | -29.8% |
| 3Y | -55.3% | +24.4% | -79.7% | -58.7% |
| All | -55.3% | +23.8% | -79.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling