+99.7%
ADM vs IBB
+156.3%
-56.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | -9.0% | -1.8% | -7.2% | -8.5% |
| 30D | -14.0% | +5.1% | -19.0% | -15.6% |
| 3M | -9.2% | +10.7% | -19.9% | -12.8% |
| 6M | -9.2% | +22.9% | -32.0% | -16.2% |
| YTD | +24.2% | +26.7% | -2.5% | +12.7% |
| 1Y | +27.0% | +35.1% | -8.1% | +12.4% |
| 3Y | +6.6% | +80.2% | -73.6% | -16.6% |
| 5Y | +25.0% | +37.8% | -12.9% | +7.2% |
| All | +99.7% | +156.3% | -56.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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