+23.5%
ADM vs IEF
-7.4%
+30.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.1% | -0.8% | +0.9% | 0.0% |
| 30D | -11.8% | +2.0% | -13.8% | -11.4% |
| 3M | -11.3% | -1.1% | -10.2% | -11.5% |
| 6M | -10.0% | -1.9% | -8.1% | -10.4% |
| YTD | +25.9% | -2.2% | +28.1% | +25.3% |
| 1Y | +26.7% | -2.3% | +29.0% | +26.1% |
| 3Y | +8.1% | +11.6% | -3.4% | +11.3% |
| 5Y | +23.5% | -7.1% | +30.6% | +11.2% |
| All | +23.5% | -7.4% | +30.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling