+151.9%
IWM vs ADBE
+129.3%
+22.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.3% | -4.4% | +4.1% | +1.0% |
| 30D | +1.9% | -0.2% | +2.1% | +1.7% |
| 3M | -5.7% | -9.9% | +4.2% | -3.4% |
| 6M | -0.3% | -3.5% | +3.2% | -1.6% |
| YTD | +15.8% | -32.1% | +47.9% | +27.7% |
| 1Y | +17.1% | -28.7% | +45.8% | +26.7% |
| 3Y | +73.1% | -60.2% | +133.3% | +122.2% |
| 5Y | +25.9% | -63.1% | +88.9% | +59.1% |
| 10Y | +151.9% | +129.2% | +22.7% | +68.0% |
| All | +151.9% | +129.3% | +22.6% | +68.0% |
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