+25.4%
ADM vs IBN
+73.5%
-48.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.7% |
| 7D | +4.2% | +1.9% | +2.3% | +4.0% |
| 30D | -12.8% | +22.1% | -34.9% | -14.8% |
| 3M | -8.5% | +17.1% | -25.6% | -10.2% |
| 6M | -10.9% | +35.5% | -46.5% | -14.1% |
| YTD | +29.4% | +16.8% | +12.6% | +27.0% |
| 1Y | +27.5% | +12.4% | +15.1% | +25.9% |
| 3Y | +10.3% | +58.0% | -47.7% | +0.9% |
| All | +25.4% | +73.5% | -48.0% | +13.2% |
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