+21.3%
ADM vs IJH
+17.8%
+3.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -8.3% | +1.7% | -10.0% | -8.4% |
| 30D | -14.1% | +1.2% | -15.3% | -14.2% |
| 3M | -10.7% | -3.4% | -7.3% | -10.3% |
| 6M | -5.9% | +3.7% | -9.6% | -6.7% |
| YTD | +25.8% | +13.9% | +11.9% | +20.1% |
| 1Y | +21.3% | +17.4% | +3.8% | +16.2% |
| All | +21.3% | +17.8% | +3.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling