+128.2%
ADM vs IVZ
+44.4%
+83.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +2.6% |
| 7D | +0.1% | -2.8% | +2.9% | +0.7% |
| 30D | -11.8% | -2.2% | -9.7% | -11.7% |
| 3M | -11.3% | -8.1% | -3.2% | -9.8% |
| 6M | -10.0% | +3.8% | -13.8% | -12.0% |
| YTD | +25.9% | +11.5% | +14.4% | +19.8% |
| 1Y | +26.7% | +23.7% | +3.0% | +16.7% |
| 3Y | +8.1% | +145.8% | -137.7% | -21.8% |
| 5Y | +23.5% | +36.1% | -12.6% | +3.9% |
| 10Y | +128.2% | +42.4% | +85.8% | +61.9% |
| All | +128.2% | +44.4% | +83.8% | +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