+713.4%
ADBE vs IYR
+699.9%
+13.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -10.1% | -0.4% | -9.7% | -9.8% |
| 30D | -3.0% | -2.5% | -0.5% | -1.5% |
| 3M | +5.0% | +1.5% | +3.6% | +4.3% |
| 6M | -9.3% | +3.9% | -13.2% | -11.6% |
| YTD | -26.5% | +9.5% | -36.0% | -30.8% |
| 1Y | -28.3% | +7.5% | -35.7% | -31.7% |
| 3Y | -54.1% | +30.8% | -84.9% | -61.7% |
| 5Y | -61.2% | +4.8% | -66.0% | -62.6% |
| 10Y | +152.5% | +64.3% | +88.2% | +84.2% |
| All | +713.4% | +699.9% | +13.6% | +65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling