+120.0%
ADBE vs IBB
+139.6%
-19.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -2.8% |
| 7D | -5.6% | +2.7% | -8.3% | -7.7% |
| 30D | -2.0% | +6.3% | -8.4% | -6.7% |
| 3M | -10.5% | +11.1% | -21.6% | -18.0% |
| 6M | -6.2% | +29.2% | -35.4% | -24.0% |
| YTD | -32.2% | +30.2% | -62.4% | -46.0% |
| 1Y | -27.4% | +39.5% | -66.9% | -45.4% |
| 3Y | -58.9% | +92.3% | -151.3% | -77.2% |
| 5Y | -64.5% | +43.0% | -107.4% | -74.4% |
| 10Y | +120.0% | +137.1% | -17.1% | +9.0% |
| All | +120.0% | +139.6% | -19.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling