+22.1%
ADM vs IWF
+55.4%
-33.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.3% |
| 30D | -13.3% | -10.9% | -2.4% | -11.3% |
| 3M | -13.4% | -8.1% | -5.3% | -12.0% |
| 6M | -9.6% | -7.5% | -2.1% | -8.5% |
| YTD | +23.0% | -3.4% | +26.4% | +23.1% |
| 1Y | +27.4% | -5.0% | +32.4% | +27.9% |
| 3Y | +5.7% | +64.0% | -58.4% | -12.2% |
| 5Y | +22.1% | +56.8% | -34.7% | -2.3% |
| All | +22.1% | +55.4% | -33.3% | -2.3% |
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