-62.8%
ADBE vs IP
-12.5%
-50.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.1% |
| 7D | -0.7% | -5.0% | +4.3% | +0.2% |
| 30D | +3.5% | +6.5% | -3.0% | +2.3% |
| 3M | -5.0% | -18.0% | +13.1% | -1.9% |
| 6M | -3.6% | +10.3% | -13.9% | -6.2% |
| YTD | -29.6% | -9.9% | -19.7% | -29.3% |
| 1Y | -26.6% | -1.1% | -25.5% | -28.1% |
| 3Y | -56.3% | +13.0% | -69.3% | -61.3% |
| 5Y | -62.8% | -12.3% | -50.6% | -64.4% |
| All | -62.8% | -12.5% | -50.4% | -64.4% |
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