+1,338.3%
ADM vs IBN
+1,772.2%
-433.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.1% | +11.1% | -11.0% | -1.9% |
| 30D | -11.8% | +23.9% | -35.7% | -15.3% |
| 3M | -11.3% | +16.3% | -27.6% | -13.9% |
| 6M | -10.0% | +34.2% | -44.2% | -15.0% |
| YTD | +25.9% | +17.6% | +8.4% | +21.5% |
| 1Y | +26.7% | +13.8% | +12.8% | +22.9% |
| 3Y | +8.1% | +57.0% | -48.9% | -2.2% |
| 5Y | +23.5% | +75.3% | -51.8% | +8.5% |
| 10Y | +128.2% | +388.7% | -260.4% | +58.8% |
| All | +1,338.3% | +1,772.2% | -433.9% | +653.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling