+120.6%
ADM vs IWD
+202.4%
-81.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.7% | +1.7% | -1.0% | -0.8% |
| 30D | -14.7% | +3.2% | -17.9% | -17.2% |
| 3M | -10.4% | +2.3% | -12.7% | -12.4% |
| 6M | -10.9% | +12.9% | -23.9% | -20.5% |
| YTD | +26.0% | +26.2% | -0.2% | +1.4% |
| 1Y | +26.5% | +28.3% | -1.8% | +0.3% |
| 3Y | +8.2% | +84.4% | -76.2% | -39.2% |
| 5Y | +24.0% | +73.0% | -49.0% | -26.5% |
| All | +120.6% | +202.4% | -81.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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