-52.8%
ADBE vs IP
+21.5%
-74.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -6.9% |
| 7D | -8.6% | -5.3% | -3.3% | -8.3% |
| 30D | +2.8% | -10.9% | +13.6% | +3.5% |
| 3M | +3.1% | +11.2% | -8.0% | +2.3% |
| 6M | -2.4% | -10.2% | +7.8% | -1.0% |
| YTD | -23.9% | -2.0% | -21.9% | -23.7% |
| 1Y | -22.6% | -19.1% | -3.5% | -20.8% |
| All | -52.8% | +21.5% | -74.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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