+2,277.1%
ADI vs IEF
+129.1%
+2,148.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.2% |
| 7D | +2.4% | +0.1% | +2.4% | +2.5% |
| 30D | -6.6% | -0.7% | -5.8% | -7.3% |
| 3M | -9.8% | -0.4% | -9.4% | -10.3% |
| 6M | +15.7% | -2.5% | +18.2% | +12.1% |
| YTD | +35.1% | -1.6% | +36.7% | +32.3% |
| 1Y | +47.7% | -1.3% | +49.0% | +45.2% |
| 3Y | +114.5% | +10.1% | +104.4% | +138.9% |
| 5Y | +141.2% | -8.3% | +149.5% | +100.7% |
| 10Y | +611.3% | +4.5% | +606.8% | +647.2% |
| All | +2,277.1% | +129.1% | +2,148.0% | +20,645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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