+312.0%
IVV vs ADBE
+129.1%
+182.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.3% | -3.2% | +6.5% | +4.4% |
| 30D | -2.7% | +1.0% | -3.6% | -3.2% |
| 3M | -1.7% | -7.8% | +6.1% | 0.0% |
| 6M | +3.2% | -1.0% | +4.1% | +1.1% |
| YTD | +12.0% | -31.8% | +43.8% | +23.8% |
| 1Y | +12.1% | -29.2% | +41.3% | +22.0% |
| 3Y | +78.6% | -60.1% | +138.7% | +130.5% |
| 5Y | +73.8% | -63.7% | +137.6% | +123.3% |
| All | +312.0% | +129.1% | +182.9% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 10y: compounded portfolio wealth divided by compounded ADBE 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…
10y analysis · Full analysis span regression · 6 months rolling