+151.4%
ADBE vs IJR
+172.1%
-20.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.0% |
| 7D | -5.4% | -2.2% | -3.2% | -3.9% |
| 30D | -2.5% | -4.6% | +2.1% | +0.6% |
| 3M | +15.3% | +0.2% | +15.0% | +14.8% |
| 6M | -7.8% | +14.7% | -22.6% | -16.9% |
| YTD | -27.9% | +18.9% | -46.8% | -36.8% |
| 1Y | -28.0% | +19.9% | -48.0% | -37.4% |
| 3Y | -55.3% | +53.0% | -108.3% | -68.1% |
| 5Y | -61.7% | +40.9% | -102.6% | -70.7% |
| All | +151.4% | +172.1% | -20.6% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling