+67.1%
ADM vs IRM
+190.5%
-123.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.6% |
| 7D | +1.4% | +3.0% | -1.7% | +0.7% |
| 30D | +8.2% | -5.2% | +13.4% | +9.3% |
| 3M | +8.7% | -8.0% | +16.7% | +10.4% |
| 6M | +29.1% | +9.2% | +19.9% | +25.7% |
| YTD | +53.7% | +41.0% | +12.7% | +40.8% |
| 1Y | +43.2% | +23.3% | +20.0% | +34.9% |
| 3Y | +21.4% | +102.8% | -81.4% | -6.4% |
| 5Y | +67.1% | +192.8% | -125.7% | +12.6% |
| All | +67.1% | +190.5% | -123.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling