+741.8%
ADM vs IBB
+566.2%
+175.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | -9.0% | -1.8% | -7.2% | -8.5% |
| 30D | -14.0% | +5.1% | -19.0% | -15.9% |
| 3M | -9.2% | +10.7% | -19.9% | -13.3% |
| 6M | -9.2% | +22.9% | -32.0% | -17.0% |
| YTD | +24.2% | +26.7% | -2.5% | +11.5% |
| 1Y | +27.0% | +35.1% | -8.1% | +11.0% |
| 3Y | +6.6% | +80.2% | -73.6% | -18.0% |
| 5Y | +25.0% | +37.8% | -12.9% | +5.1% |
| 10Y | +100.2% | +161.2% | -60.9% | +25.2% |
| All | +741.8% | +566.2% | +175.6% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling