+40.0%
IWM vs ADBE
-61.0%
+101.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | +1.4% | -10.1% | +11.5% | +4.0% |
| 30D | -2.3% | -3.0% | +0.7% | -1.9% |
| 3M | +4.0% | +5.0% | -1.0% | +1.7% |
| 6M | +17.9% | -9.3% | +27.2% | +19.3% |
| YTD | +20.2% | -26.5% | +46.7% | +29.1% |
| 1Y | +25.0% | -28.3% | +53.2% | +34.9% |
| 3Y | +66.0% | -54.1% | +120.1% | +98.1% |
| 5Y | +40.0% | -61.2% | +101.3% | +62.6% |
| All | +40.0% | -61.0% | +101.1% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling