-59.6%
ADBE vs IOT
+55.2%
-114.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | 0.0% |
| 7D | -8.9% | +5.1% | -14.0% | -10.1% |
| 30D | -6.6% | -3.0% | -3.6% | -6.0% |
| 3M | +7.1% | +15.0% | -7.8% | +3.2% |
| 6M | -9.8% | +13.1% | -22.9% | -13.0% |
| YTD | -27.2% | +9.0% | -36.2% | -29.9% |
| 1Y | -28.0% | +0.1% | -28.1% | -29.6% |
| 3Y | -54.5% | +26.4% | -80.9% | -60.3% |
| All | -59.6% | +55.2% | -114.8% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling