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  • ADBE vs IJR✓SelectedUSD · IJRADBE vs IJR performance historyLatest closeAs of-0.93%09/09
Stock and ETF performance explorer

ADBE vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+898.4%
IJR return
+1,130.2%
Excess return
-231.9%
Maximum drawdown
-79.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
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