+106.0%
ADM vs IBN
+364.2%
-258.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -1.8% | +15.8% | -17.6% | -4.8% |
| 30D | -13.3% | +25.1% | -38.3% | -17.3% |
| 3M | -13.4% | +16.0% | -29.3% | -16.1% |
| 6M | -9.6% | +32.8% | -42.4% | -15.0% |
| YTD | +23.0% | +18.0% | +5.0% | +18.1% |
| 1Y | +27.4% | +15.9% | +11.5% | +22.8% |
| 3Y | +5.7% | +57.6% | -52.0% | -6.4% |
| 5Y | +22.1% | +74.7% | -52.6% | +4.5% |
| 10Y | +106.0% | +373.9% | -268.0% | +43.5% |
| All | +106.0% | +364.2% | -258.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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