+1,330.5%
ADM vs IWD
+726.5%
+604.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.9% |
| 7D | +3.8% | -0.3% | +4.0% | +4.0% |
| 30D | +9.8% | +0.6% | +9.2% | +9.1% |
| 3M | +2.1% | +7.2% | -5.1% | -4.2% |
| 6M | +27.5% | +16.2% | +11.3% | +11.2% |
| YTD | +50.2% | +23.3% | +26.9% | +24.4% |
| 1Y | +40.6% | +29.6% | +11.0% | +11.3% |
| 3Y | +17.2% | +70.5% | -53.2% | -27.5% |
| 5Y | +61.9% | +73.5% | -11.6% | -1.8% |
| 10Y | +159.3% | +198.3% | -39.0% | -2.0% |
| All | +1,330.5% | +726.5% | +604.0% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling