-33.8%
ADBE vs IRE
-97.7%
+63.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.6% | -1.0% |
| 7D | -3.8% | -41.9% | +38.1% | -5.5% |
| 30D | -2.3% | -75.1% | +72.8% | -7.0% |
| 3M | -13.3% | -82.4% | +69.1% | -18.1% |
| 6M | -6.5% | -95.5% | +89.1% | -12.3% |
| YTD | -32.4% | -93.1% | +60.7% | -35.5% |
| 1Y | -28.0% | -97.8% | +69.8% | -30.5% |
| All | -33.8% | -97.7% | +63.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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