+25.4%
ADM vs IWD
+72.9%
-47.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +4.2% | +2.3% | +1.9% | +2.4% |
| 30D | -12.8% | +3.6% | -16.4% | -15.2% |
| 3M | -8.5% | +2.2% | -10.6% | -10.1% |
| 6M | -10.9% | +13.0% | -23.9% | -19.2% |
| YTD | +29.4% | +26.5% | +2.9% | +6.9% |
| 1Y | +27.5% | +30.1% | -2.6% | +3.0% |
| 3Y | +10.3% | +84.9% | -74.5% | -34.1% |
| All | +25.4% | +72.9% | -47.5% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling