+1,203.4%
ADM vs IEF
+129.1%
+1,074.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.2% |
| 7D | -0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +11.0% | -0.7% | +11.8% | +10.4% |
| 3M | +6.0% | -0.4% | +6.4% | +5.7% |
| 6M | +26.9% | -2.5% | +29.4% | +24.3% |
| YTD | +50.0% | -1.6% | +51.6% | +48.1% |
| 1Y | +39.6% | -1.3% | +40.9% | +38.1% |
| 3Y | +18.5% | +10.1% | +8.4% | +29.5% |
| 5Y | +62.6% | -8.3% | +70.9% | +46.5% |
| 10Y | +162.4% | +4.5% | +157.9% | +175.0% |
| All | +1,203.4% | +129.1% | +1,074.3% | +2,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling