+176.6%
ADM vs IVZ
+60.3%
+116.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +1.4% | +1.2% | +0.2% | +1.0% |
| 30D | +8.2% | +1.8% | +6.4% | +7.5% |
| 3M | +8.7% | +15.7% | -7.0% | +3.9% |
| 6M | +29.1% | +36.3% | -7.3% | +17.3% |
| YTD | +53.7% | +24.9% | +28.7% | +42.5% |
| 1Y | +43.2% | +48.9% | -5.7% | +25.9% |
| 3Y | +21.4% | +136.8% | -115.4% | -10.3% |
| 5Y | +67.1% | +60.0% | +7.1% | +34.3% |
| 10Y | +176.6% | +63.4% | +113.2% | +95.2% |
| All | +176.6% | +60.3% | +116.2% | +95.2% |
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