-33.1%
ADBE vs IRE
-97.2%
+64.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +39.6% | -42.5% | -0.9% |
| 7D | -4.4% | -27.2% | +22.8% | -4.9% |
| 30D | +2.8% | -75.1% | +77.9% | -2.1% |
| 3M | -8.0% | -77.9% | +69.8% | -12.1% |
| 6M | -4.3% | -94.6% | +90.2% | -9.4% |
| YTD | -31.6% | -91.5% | +59.9% | -34.2% |
| 1Y | -26.9% | -97.8% | +70.9% | -28.5% |
| All | -33.1% | -97.2% | +64.2% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling