+5.7%
ADM vs IVZ
+150.9%
-145.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | -1.8% | +2.2% | -4.0% | -2.2% |
| 30D | -13.3% | -2.2% | -11.1% | -13.1% |
| 3M | -13.4% | -8.4% | -4.9% | -12.6% |
| 6M | -9.6% | +6.2% | -15.8% | -10.9% |
| YTD | +23.0% | +12.4% | +10.6% | +19.7% |
| 1Y | +27.4% | +26.0% | +1.4% | +21.5% |
| 3Y | +5.7% | +147.9% | -142.2% | -14.1% |
| All | +5.7% | +150.9% | -145.3% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling