+22,327.1%
ADBE vs IP
+364.8%
+21,962.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.2% | -8.9% | -7.5% |
| 7D | -8.6% | -5.3% | -3.3% | -6.9% |
| 30D | +2.8% | -10.9% | +13.6% | +6.8% |
| 3M | +3.1% | +11.2% | -8.0% | -2.2% |
| 6M | -2.4% | -10.2% | +7.8% | -1.7% |
| YTD | -23.9% | -2.0% | -21.9% | -26.2% |
| 1Y | -22.6% | -19.1% | -3.5% | -20.1% |
| 3Y | -52.7% | +20.9% | -73.5% | -60.1% |
| 5Y | -60.0% | -17.8% | -42.2% | -61.5% |
| 10Y | +157.3% | +23.5% | +133.8% | +96.6% |
| All | +22,327.1% | +364.8% | +21,962.3% | +6,807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling