+993.9%
ADM vs IEF
+127.6%
+866.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.1% | -0.8% | +0.9% | -0.6% |
| 30D | -11.8% | +2.0% | -13.8% | -10.3% |
| 3M | -11.3% | -1.1% | -10.2% | -12.2% |
| 6M | -10.0% | -1.9% | -8.1% | -11.5% |
| YTD | +25.9% | -2.2% | +28.1% | +23.5% |
| 1Y | +26.7% | -2.3% | +29.0% | +24.1% |
| 3Y | +8.1% | +11.6% | -3.4% | +19.7% |
| 5Y | +23.5% | -7.1% | +30.6% | +13.0% |
| 10Y | +128.2% | +7.8% | +120.4% | +147.2% |
| All | +993.9% | +127.6% | +866.3% | +1,863.6% |
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