-59.7%
ADBE vs IP
-17.2%
-42.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -7.1% |
| 7D | -8.6% | -5.3% | -3.3% | -7.8% |
| 30D | +2.8% | -10.9% | +13.6% | +4.6% |
| 3M | +3.1% | +11.2% | -8.0% | +0.7% |
| 6M | -2.4% | -10.2% | +7.8% | -0.9% |
| YTD | -23.9% | -2.0% | -21.9% | -24.5% |
| 1Y | -22.6% | -19.1% | -3.5% | -19.9% |
| 3Y | -52.7% | +20.9% | -73.5% | -58.0% |
| All | -59.7% | -17.2% | -42.5% | -62.4% |
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