+1,616.0%
ADM vs IBN
+1,532.9%
+83.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | +9.8% | -0.3% | +10.1% | +9.8% |
| 3M | +2.1% | +17.1% | -15.0% | -0.9% |
| 6M | +27.5% | +3.4% | +24.1% | +26.3% |
| YTD | +50.2% | +2.5% | +47.7% | +48.8% |
| 1Y | +40.6% | -4.2% | +44.8% | +40.9% |
| 3Y | +17.2% | +32.4% | -15.2% | +9.5% |
| 5Y | +61.9% | +59.2% | +2.7% | +44.7% |
| 10Y | +159.3% | +345.7% | -186.4% | +83.3% |
| All | +1,616.0% | +1,532.9% | +83.0% | +822.6% |
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