+132.9%
ADBE vs IWD
+202.4%
-69.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -3.2% | +1.7% | -4.9% | -4.8% |
| 30D | +1.0% | +3.2% | -2.3% | -2.2% |
| 3M | -7.8% | +2.3% | -10.1% | -9.8% |
| 6M | -1.0% | +12.9% | -13.9% | -12.3% |
| YTD | -31.8% | +26.2% | -58.1% | -46.3% |
| 1Y | -29.2% | +28.3% | -57.5% | -45.1% |
| 3Y | -60.1% | +84.4% | -144.4% | -78.6% |
| 5Y | -63.7% | +73.0% | -136.7% | -78.9% |
| All | +132.9% | +202.4% | -69.5% | -18.0% |
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