+126.6%
ADM vs IP
+20.8%
+105.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | -12.8% | +7.9% | -20.8% | -15.1% |
| 3M | -8.5% | -15.3% | +6.8% | -4.1% |
| 6M | -10.9% | +10.5% | -21.4% | -15.5% |
| YTD | +29.4% | -9.4% | +38.8% | +29.3% |
| 1Y | +27.5% | -4.6% | +32.2% | +24.9% |
| 3Y | +10.3% | +21.2% | -10.9% | -8.4% |
| 5Y | +27.4% | -13.3% | +40.7% | +19.9% |
| All | +126.6% | +20.8% | +105.8% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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