-60.9%
ADBE vs IYR
+6.0%
-66.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | -5.4% | -1.4% | -4.0% | -4.4% |
| 30D | -2.5% | -2.7% | +0.1% | -0.5% |
| 3M | +15.3% | -2.1% | +17.4% | +17.4% |
| 6M | -7.8% | +3.6% | -11.4% | -10.5% |
| YTD | -27.9% | +8.1% | -36.1% | -32.5% |
| 1Y | -28.0% | +4.7% | -32.8% | -31.0% |
| 3Y | -55.3% | +29.1% | -84.4% | -64.9% |
| All | -60.9% | +6.0% | -66.9% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling