+53.0%
ADM vs IOT
+54.4%
-1.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.0% |
| 30D | +8.7% | -4.7% | +13.4% | +8.7% |
| 3M | +7.6% | +17.8% | -10.2% | +7.3% |
| 6M | +26.9% | +16.8% | +10.0% | +26.5% |
| YTD | +54.3% | +8.4% | +45.9% | +53.8% |
| 1Y | +45.7% | -0.8% | +46.5% | +45.3% |
| 3Y | +21.9% | +25.7% | -3.8% | +19.4% |
| All | +53.0% | +54.4% | -1.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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