-22.6%
ADBE vs IJR
+25.5%
-48.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | +2.8% | -2.4% | +5.2% | +3.1% |
| 3M | +3.1% | +3.9% | -0.8% | +2.2% |
| 6M | -2.4% | +12.4% | -14.8% | -5.9% |
| YTD | -23.9% | +21.5% | -45.3% | -29.7% |
| 1Y | -22.6% | +24.0% | -46.6% | -29.5% |
| All | -22.6% | +25.5% | -48.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling