+45.7%
ADM vs IWF
+6.4%
+39.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | +3.0% | -1.7% | +4.7% | +2.7% |
| 30D | +8.7% | -1.8% | +10.5% | +8.4% |
| 3M | +7.6% | +1.5% | +6.2% | +7.7% |
| 6M | +26.9% | +7.7% | +19.2% | +28.0% |
| YTD | +54.3% | +2.7% | +51.6% | +53.3% |
| 1Y | +45.7% | +6.8% | +38.9% | +49.9% |
| All | +45.7% | +6.4% | +39.3% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling