+86.2%
ADBE vs IR
+274.4%
-188.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -8.9% | -1.9% | -7.0% | -8.4% |
| 30D | -6.6% | -15.0% | +8.4% | -1.6% |
| 3M | +7.1% | -0.4% | +7.6% | +6.5% |
| 6M | -9.8% | -15.0% | +5.3% | -6.2% |
| YTD | -27.2% | -7.1% | -20.1% | -27.3% |
| 1Y | -28.0% | -7.5% | -20.5% | -28.2% |
| 3Y | -54.5% | +6.3% | -60.8% | -57.9% |
| 5Y | -61.5% | +37.3% | -98.8% | -67.7% |
| All | +86.2% | +274.4% | -188.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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