+898.4%
ADBE vs IJR
+1,130.2%
-231.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | 0.0% |
| 7D | -8.9% | -1.1% | -7.8% | -8.0% |
| 30D | -6.6% | -3.6% | -3.0% | -3.5% |
| 3M | +7.1% | +2.3% | +4.8% | +4.3% |
| 6M | -9.8% | +14.3% | -24.1% | -21.2% |
| YTD | -27.2% | +19.3% | -46.5% | -39.2% |
| 1Y | -28.0% | +22.6% | -50.6% | -41.6% |
| 3Y | -54.5% | +53.5% | -108.1% | -71.3% |
| 5Y | -61.5% | +39.9% | -101.4% | -73.3% |
| 10Y | +156.4% | +172.1% | -15.6% | -17.5% |
| All | +898.4% | +1,130.2% | -231.9% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling