+171.1%
ADM vs IJH
+184.0%
-13.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | +2.5% | -1.9% | +4.4% | +3.7% |
| 30D | +9.5% | -4.6% | +14.1% | +12.7% |
| 3M | +10.6% | -1.2% | +11.8% | +11.1% |
| 6M | +24.0% | +9.4% | +14.6% | +16.1% |
| YTD | +54.0% | +13.3% | +40.6% | +40.6% |
| 1Y | +45.3% | +13.4% | +31.9% | +32.3% |
| 3Y | +21.8% | +50.4% | -28.7% | -10.8% |
| 5Y | +66.8% | +49.0% | +17.8% | +20.7% |
| All | +171.1% | +184.0% | -13.0% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling