+907.8%
ADBE vs IWF
+724.4%
+183.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.1% |
| 7D | -10.1% | +1.5% | -11.6% | -11.7% |
| 30D | -3.0% | -1.3% | -1.7% | -1.5% |
| 3M | +5.0% | +0.1% | +4.9% | +2.9% |
| 6M | -9.3% | +10.3% | -19.6% | -21.9% |
| YTD | -26.5% | +4.2% | -30.6% | -32.0% |
| 1Y | -28.3% | +9.3% | -37.6% | -38.2% |
| 3Y | -54.1% | +79.3% | -133.4% | -80.0% |
| 5Y | -61.2% | +73.8% | -135.0% | -82.0% |
| 10Y | +152.5% | +410.9% | -258.4% | -71.5% |
| All | +907.8% | +724.4% | +183.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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