-61.5%
ADBE vs IVZ
+61.5%
-122.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | -8.9% | +1.2% | -10.1% | -9.3% |
| 30D | -6.6% | +1.8% | -8.4% | -7.2% |
| 3M | +7.1% | +15.7% | -8.6% | +1.1% |
| 6M | -9.8% | +36.3% | -46.1% | -20.3% |
| YTD | -27.2% | +24.9% | -52.1% | -33.9% |
| 1Y | -28.0% | +48.9% | -77.0% | -39.0% |
| 3Y | -54.5% | +136.8% | -191.3% | -69.6% |
| 5Y | -61.5% | +60.0% | -121.4% | -71.4% |
| All | -61.5% | +61.5% | -122.9% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling