-54.4%
ADBE vs IRM
+103.7%
-158.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -10.1% | +1.6% | -11.7% | -10.3% |
| 30D | -3.0% | -4.2% | +1.2% | -2.5% |
| 3M | +5.0% | -5.4% | +10.4% | +5.4% |
| 6M | -9.3% | +12.0% | -21.3% | -12.6% |
| YTD | -26.5% | +42.0% | -68.5% | -33.3% |
| 1Y | -28.3% | +29.9% | -58.1% | -33.9% |
| All | -54.4% | +103.7% | -158.2% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling