+1,328.6%
ADM vs IJH
+1,068.3%
+260.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -0.1% | +1.0% | -1.1% | -0.8% |
| 30D | +11.0% | -3.1% | +14.2% | +13.4% |
| 3M | +6.0% | +1.9% | +4.1% | +4.2% |
| 6M | +26.9% | +11.0% | +15.9% | +16.9% |
| YTD | +50.0% | +14.7% | +35.3% | +34.8% |
| 1Y | +39.6% | +15.6% | +24.0% | +24.3% |
| 3Y | +18.5% | +52.5% | -34.0% | -15.8% |
| 5Y | +62.6% | +49.1% | +13.5% | +15.1% |
| 10Y | +162.4% | +177.7% | -15.2% | +14.0% |
| All | +1,328.6% | +1,068.3% | +260.4% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling