-58.8%
ADBE vs IYR
+41.7%
-100.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +1.0% | +6.6% | -5.6% | -1.9% |
| 3M | -10.1% | -1.8% | -8.3% | -9.5% |
| 6M | +3.0% | +1.4% | +1.5% | +2.4% |
| YTD | -30.5% | +10.5% | -41.1% | -33.9% |
| 1Y | -27.1% | +10.6% | -37.8% | -30.7% |
| 3Y | -58.8% | +41.8% | -100.6% | -63.4% |
| All | -58.8% | +41.7% | -100.5% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling