+148.0%
ADBE vs IRM
+430.1%
-282.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | -12.9% | -1.8% | -11.1% | -12.5% |
| 30D | -5.6% | -7.8% | +2.1% | -3.5% |
| 3M | +6.6% | -7.9% | +14.5% | +8.5% |
| 6M | -9.6% | +6.3% | -15.9% | -12.7% |
| YTD | -28.9% | +38.2% | -67.1% | -37.5% |
| 1Y | -28.9% | +19.8% | -48.8% | -34.8% |
| 3Y | -55.6% | +98.8% | -154.4% | -67.2% |
| 5Y | -62.2% | +191.8% | -254.0% | -75.9% |
| All | +148.0% | +430.1% | -282.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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