+171.1%
ADM vs IAG
+427.6%
-256.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | +2.5% | -1.1% | +3.6% | +2.5% |
| 30D | +9.5% | +12.1% | -2.7% | +8.7% |
| 3M | +10.6% | +25.5% | -14.9% | +9.1% |
| 6M | +24.0% | -7.1% | +31.1% | +23.9% |
| YTD | +54.0% | +22.9% | +31.1% | +51.1% |
| 1Y | +45.3% | +83.3% | -38.0% | +39.3% |
| 3Y | +21.8% | +808.5% | -786.8% | +4.3% |
| 5Y | +66.8% | +838.0% | -771.2% | +39.1% |
| All | +171.1% | +427.6% | -256.5% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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