+156.4%
ADBE vs IBB
+122.2%
+34.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -8.9% | -3.9% | -5.0% | -6.2% |
| 30D | -6.6% | +2.7% | -9.4% | -8.7% |
| 3M | +7.1% | +21.4% | -14.2% | -7.7% |
| 6M | -9.8% | +20.1% | -29.8% | -22.3% |
| YTD | -27.2% | +21.9% | -49.0% | -38.3% |
| 1Y | -28.0% | +44.1% | -72.1% | -46.7% |
| 3Y | -54.5% | +63.4% | -117.9% | -70.5% |
| 5Y | -61.5% | +19.8% | -81.2% | -67.8% |
| 10Y | +156.4% | +127.0% | +29.4% | +42.4% |
| All | +156.4% | +122.2% | +34.2% | +42.4% |
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