+67.2%
ADM vs IFF
-36.2%
+103.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +3.0% | -2.8% | +5.8% | +3.5% |
| 30D | +8.7% | -1.1% | +9.8% | +8.9% |
| 3M | +7.6% | +13.8% | -6.2% | +4.8% |
| 6M | +26.9% | +16.7% | +10.2% | +22.1% |
| YTD | +54.3% | +26.1% | +28.2% | +45.8% |
| 1Y | +45.7% | +33.5% | +12.2% | +35.8% |
| 3Y | +21.9% | +31.6% | -9.7% | +12.9% |
| 5Y | +67.2% | -34.9% | +102.0% | +73.6% |
| All | +67.2% | -36.2% | +103.4% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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