+158.1%
ADM vs IBB
+129.6%
+28.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +3.8% | +1.4% | +2.3% | +3.3% |
| 30D | +9.8% | +10.5% | -0.7% | +5.8% |
| 3M | +2.1% | +23.6% | -21.5% | -5.6% |
| 6M | +27.5% | +22.6% | +4.9% | +17.7% |
| YTD | +50.2% | +25.7% | +24.5% | +37.2% |
| 1Y | +40.6% | +51.4% | -10.8% | +19.5% |
| 3Y | +17.2% | +64.4% | -47.1% | -4.6% |
| 5Y | +61.9% | +22.1% | +39.7% | +46.5% |
| All | +158.1% | +129.6% | +28.5% | +86.2% |
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