+18.7%
ADM vs IVZ
+145.8%
-127.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +3.8% | +0.6% | +3.1% | +3.7% |
| 30D | +9.8% | +4.0% | +5.8% | +9.1% |
| 3M | +2.1% | +18.2% | -16.0% | -0.5% |
| 6M | +27.5% | +32.8% | -5.3% | +21.8% |
| YTD | +50.2% | +28.7% | +21.5% | +43.9% |
| 1Y | +40.6% | +55.4% | -14.8% | +30.3% |
| All | +18.7% | +145.8% | -127.1% | -0.1% |
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