+944.0%
ADBE vs IWD
+726.5%
+217.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.1% | -6.0% |
| 7D | -8.6% | -0.3% | -8.3% | -8.3% |
| 30D | +2.8% | +0.6% | +2.2% | +2.2% |
| 3M | +3.1% | +7.2% | -4.1% | -4.6% |
| 6M | -2.4% | +16.2% | -18.6% | -17.9% |
| YTD | -23.9% | +23.3% | -47.2% | -40.2% |
| 1Y | -22.6% | +29.6% | -52.2% | -42.4% |
| 3Y | -52.7% | +70.5% | -123.1% | -74.2% |
| 5Y | -60.0% | +73.5% | -133.5% | -78.2% |
| 10Y | +157.3% | +198.3% | -41.0% | -26.0% |
| All | +944.0% | +726.5% | +217.5% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling