-64.1%
ADBE vs IP
-12.0%
-52.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -4.4% | -5.1% | +0.7% | -3.5% |
| 30D | +2.8% | +8.5% | -5.7% | +1.3% |
| 3M | -8.0% | -13.8% | +5.8% | -5.9% |
| 6M | -4.3% | +5.7% | -10.1% | -6.1% |
| YTD | -31.6% | -9.1% | -22.5% | -31.4% |
| 1Y | -26.9% | -0.8% | -26.1% | -28.4% |
| 3Y | -57.7% | +14.8% | -72.5% | -62.7% |
| All | -64.1% | -12.0% | -52.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling