+16.5%
ADM vs IRE
-97.3%
+113.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -7.8% | -15.5% | +7.7% | -7.8% |
| 30D | -12.6% | -70.4% | +57.8% | -12.9% |
| 3M | -8.2% | -81.6% | +73.4% | -8.8% |
| 6M | -8.9% | -94.7% | +85.8% | -9.7% |
| YTD | +24.0% | -91.8% | +115.7% | +24.2% |
| 1Y | +26.2% | -97.6% | +123.7% | +21.8% |
| All | +16.5% | -97.3% | +113.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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