-62.2%
ADBE vs IEF
-9.3%
-52.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -12.9% | -1.2% | -11.7% | -12.6% |
| 30D | -5.6% | -1.5% | -4.2% | -5.2% |
| 3M | +6.6% | -1.7% | +8.3% | +7.2% |
| 6M | -9.6% | -3.5% | -6.0% | -8.5% |
| YTD | -28.9% | -2.6% | -26.3% | -28.3% |
| 1Y | -28.9% | -2.4% | -26.5% | -28.4% |
| 3Y | -55.6% | +8.9% | -64.5% | -57.4% |
| 5Y | -62.2% | -9.2% | -53.0% | -65.8% |
| All | -62.2% | -9.3% | -52.9% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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