+1,024.5%
ADM vs IEF
+125.4%
+899.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.6% |
| 7D | +4.2% | -2.0% | +6.2% | +2.4% |
| 30D | -12.8% | +0.7% | -13.5% | -12.3% |
| 3M | -8.5% | -2.5% | -6.0% | -10.5% |
| 6M | -10.9% | -2.6% | -8.3% | -12.9% |
| YTD | +29.4% | -3.2% | +32.6% | +25.9% |
| 1Y | +27.5% | -3.0% | +30.6% | +24.2% |
| 3Y | +10.3% | +10.5% | -0.2% | +21.2% |
| 5Y | +27.4% | -8.2% | +35.5% | +15.3% |
| 10Y | +134.6% | +6.7% | +127.9% | +151.9% |
| All | +1,024.5% | +125.4% | +899.1% | +1,901.2% |
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 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