+151.4%
ADBE vs IVZ
+65.9%
+85.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | -5.4% | -2.4% | -3.0% | -4.7% |
| 30D | -2.5% | +3.0% | -5.6% | -3.4% |
| 3M | +15.3% | +14.9% | +0.4% | +9.9% |
| 6M | -7.8% | +36.7% | -44.6% | -17.2% |
| YTD | -27.9% | +25.7% | -53.6% | -33.8% |
| 1Y | -28.0% | +47.7% | -75.7% | -37.2% |
| 3Y | -55.3% | +138.8% | -194.1% | -67.6% |
| 5Y | -61.7% | +62.1% | -123.8% | -69.4% |
| All | +151.4% | +65.9% | +85.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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