+120.0%
ADBE vs IWD
+212.1%
-92.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -2.8% |
| 7D | -5.6% | +1.3% | -6.9% | -6.9% |
| 30D | -2.0% | +3.6% | -5.6% | -5.4% |
| 3M | -10.5% | +2.3% | -12.8% | -12.5% |
| 6M | -6.2% | +13.0% | -19.3% | -17.0% |
| YTD | -32.2% | +26.2% | -58.4% | -46.5% |
| 1Y | -27.4% | +30.5% | -57.9% | -44.6% |
| 3Y | -58.9% | +86.2% | -145.1% | -78.2% |
| 5Y | -64.5% | +72.9% | -137.4% | -79.3% |
| 10Y | +120.0% | +205.0% | -85.0% | -18.4% |
| All | +120.0% | +212.1% | -92.0% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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