+176.6%
ADM vs IBN
+312.2%
-135.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.8% |
| 7D | +1.4% | -5.1% | +6.5% | +2.4% |
| 30D | +8.2% | -3.5% | +11.7% | +9.0% |
| 3M | +8.7% | +11.3% | -2.6% | +6.2% |
| 6M | +29.1% | +4.4% | +24.6% | +27.5% |
| YTD | +53.7% | -1.8% | +55.5% | +53.5% |
| 1Y | +43.2% | -8.0% | +51.2% | +44.9% |
| 3Y | +21.4% | +27.1% | -5.7% | +12.9% |
| 5Y | +67.1% | +54.5% | +12.6% | +47.0% |
| 10Y | +176.6% | +314.2% | -137.6% | +103.5% |
| All | +176.6% | +312.2% | -135.6% | +103.5% |
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