+21.5%
ADM vs IEF
+10.0%
+11.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +8.2% | -0.6% | +8.8% | +8.2% |
| 3M | +8.7% | -1.0% | +9.7% | +8.7% |
| 6M | +29.1% | -3.1% | +32.2% | +29.4% |
| YTD | +53.7% | -1.9% | +55.5% | +53.7% |
| 1Y | +43.2% | -1.4% | +44.6% | +43.3% |
| All | +21.5% | +10.0% | +11.5% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling