-32.0%
ADBE vs IRE
-98.1%
+66.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.4% | +16.3% | +1.2% |
| 7D | +1.6% | -31.8% | +33.4% | -0.1% |
| 30D | +1.0% | -71.8% | +72.7% | -3.3% |
| 3M | -10.1% | -88.9% | +78.8% | -16.9% |
| 6M | +3.0% | -95.4% | +98.3% | -3.8% |
| YTD | -30.5% | -94.2% | +63.7% | -34.3% |
| 1Y | -27.1% | -97.1% | +70.0% | -30.8% |
| All | -32.0% | -98.1% | +66.1% | -35.2% |
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