+67.1%
ADM vs IWF
+72.9%
-5.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +1.4% | +0.5% | +0.8% | +1.2% |
| 30D | +8.2% | -1.4% | +9.6% | +8.5% |
| 3M | +8.7% | +0.4% | +8.3% | +8.4% |
| 6M | +29.1% | +8.5% | +20.6% | +26.2% |
| YTD | +53.7% | +3.7% | +50.0% | +51.8% |
| 1Y | +43.2% | +8.5% | +34.8% | +39.5% |
| 3Y | +21.4% | +78.5% | -57.1% | -0.9% |
| 5Y | +67.1% | +73.6% | -6.5% | +31.3% |
| All | +67.1% | +72.9% | -5.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling