+27.5%
ADM vs IVZ
+22.9%
+4.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.4% | +2.7% |
| 7D | +4.2% | +7.6% | -3.4% | +4.0% |
| 30D | -12.8% | +4.3% | -17.2% | -13.0% |
| 3M | -8.5% | -9.3% | +0.9% | -8.0% |
| 6M | -10.9% | +5.2% | -16.2% | -11.5% |
| YTD | +29.4% | +13.4% | +16.0% | +26.8% |
| 1Y | +27.5% | +25.4% | +2.2% | +24.2% |
| All | +27.5% | +22.9% | +4.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling