+62.6%
ADM vs IBN
+56.7%
+5.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.2% |
| 30D | +11.0% | -2.3% | +13.3% | +11.3% |
| 3M | +6.0% | +15.9% | -9.9% | +4.1% |
| 6M | +26.9% | +5.6% | +21.3% | +26.0% |
| YTD | +50.0% | -0.1% | +50.1% | +49.9% |
| 1Y | +39.6% | -6.5% | +46.1% | +40.8% |
| 3Y | +18.5% | +29.3% | -10.8% | +11.8% |
| 5Y | +62.6% | +56.6% | +6.0% | +46.5% |
| All | +62.6% | +56.7% | +5.8% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling