+99.7%
ADM vs IWD
+207.5%
-107.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -9.0% | -0.5% | -8.6% | -8.7% |
| 30D | -14.0% | +2.7% | -16.6% | -16.1% |
| 3M | -9.2% | +0.9% | -10.0% | -10.1% |
| 6M | -9.2% | +10.5% | -19.7% | -17.4% |
| YTD | +24.2% | +23.7% | +0.5% | +1.8% |
| 1Y | +27.0% | +28.7% | -1.8% | +0.3% |
| 3Y | +6.6% | +79.7% | -73.1% | -38.6% |
| 5Y | +25.0% | +69.7% | -44.7% | -24.5% |
| All | +99.7% | +207.5% | -107.8% | -28.0% |
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