+126.6%
ADM vs IVZ
+43.7%
+83.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +2.1% |
| 7D | +4.2% | +7.6% | -3.4% | +2.1% |
| 30D | -12.8% | +4.3% | -17.2% | -14.1% |
| 3M | -8.5% | -9.3% | +0.9% | -6.6% |
| 6M | -10.9% | +5.2% | -16.2% | -13.2% |
| YTD | +29.4% | +13.4% | +16.0% | +22.6% |
| 1Y | +27.5% | +25.4% | +2.2% | +17.2% |
| 3Y | +10.3% | +152.5% | -142.2% | -20.8% |
| 5Y | +27.4% | +36.7% | -9.3% | +7.1% |
| All | +126.6% | +43.7% | +83.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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