+128.2%
ADM vs IBB
+133.2%
-5.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | -11.8% | +6.8% | -18.6% | -14.0% |
| 3M | -11.3% | +9.2% | -20.5% | -14.5% |
| 6M | -10.0% | +28.3% | -38.4% | -18.5% |
| YTD | +25.9% | +29.4% | -3.5% | +13.1% |
| 1Y | +26.7% | +33.2% | -6.5% | +12.4% |
| 3Y | +8.1% | +90.2% | -82.0% | -17.7% |
| 5Y | +23.5% | +44.0% | -20.5% | +3.7% |
| 10Y | +128.2% | +133.1% | -4.9% | +53.2% |
| All | +128.2% | +133.2% | -5.0% | +53.2% |
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