+1,227.8%
ADBE vs ITOT
+887.7%
+340.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.4% |
| 7D | -5.4% | -0.9% | -4.5% | -4.3% |
| 30D | -2.5% | -1.5% | -1.1% | -0.7% |
| 3M | +15.3% | +3.6% | +11.7% | +10.2% |
| 6M | -7.8% | +13.7% | -21.5% | -21.6% |
| YTD | -27.9% | +12.9% | -40.9% | -38.3% |
| 1Y | -28.0% | +17.2% | -45.2% | -41.2% |
| 3Y | -55.3% | +75.6% | -130.9% | -77.6% |
| 5Y | -61.7% | +75.5% | -137.2% | -80.1% |
| 10Y | +153.8% | +302.0% | -148.2% | -48.2% |
| All | +1,227.8% | +887.7% | +340.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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