-55.3%
ADBE vs IJH
+49.7%
-105.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | -5.4% | -1.9% | -3.5% | -4.4% |
| 30D | -2.5% | -4.6% | +2.1% | -0.2% |
| 3M | +15.3% | -1.2% | +16.4% | +15.6% |
| 6M | -7.8% | +9.4% | -17.3% | -13.3% |
| YTD | -27.9% | +13.3% | -41.3% | -34.0% |
| 1Y | -28.0% | +13.4% | -41.4% | -34.2% |
| 3Y | -55.3% | +50.4% | -105.8% | -65.5% |
| All | -55.3% | +49.7% | -105.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 3y: compounded portfolio wealth divided by compounded IJH 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…
3y analysis · Full analysis span regression · 6 months rolling