+852.2%
ADBE vs IWF
+670.6%
+181.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +3.3% |
| 7D | +1.6% | +2.8% | -1.2% | -2.1% |
| 30D | +1.0% | -7.5% | +8.5% | +9.7% |
| 3M | -10.1% | -8.5% | -1.6% | -1.6% |
| 6M | +3.0% | -7.4% | +10.4% | +9.0% |
| YTD | -30.5% | -2.6% | -27.9% | -31.5% |
| 1Y | -27.1% | -1.8% | -25.3% | -29.1% |
| 3Y | -58.8% | +65.5% | -124.3% | -80.6% |
| 5Y | -63.0% | +55.8% | -118.9% | -80.6% |
| 10Y | +134.5% | +384.9% | -250.4% | -72.3% |
| All | +852.2% | +670.6% | +181.6% | -24.7% |
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