+313.7%
IVV vs ADBE
+150.3%
+163.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.5% |
| 7D | +0.5% | -10.1% | +10.6% | +3.9% |
| 30D | -1.0% | -3.0% | +2.0% | -0.4% |
| 3M | +3.9% | +5.0% | -1.2% | +0.8% |
| 6M | +14.5% | -9.3% | +23.8% | +15.8% |
| YTD | +12.9% | -26.5% | +39.4% | +22.5% |
| 1Y | +19.4% | -28.3% | +47.6% | +30.0% |
| 3Y | +78.8% | -54.1% | +132.9% | +120.0% |
| 5Y | +82.2% | -61.2% | +143.4% | +129.8% |
| 10Y | +313.7% | +152.5% | +161.1% | +167.6% |
| All | +313.7% | +150.3% | +163.3% | +167.6% |
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