+144.6%
IEFA vs ADM
+177.9%
-33.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.6% | +2.5% | -4.1% | -2.2% |
| 30D | -1.5% | +9.5% | -11.0% | -4.0% |
| 3M | +3.4% | +10.6% | -7.2% | +0.2% |
| 6M | +9.5% | +24.0% | -14.5% | +2.2% |
| YTD | +13.0% | +54.0% | -40.9% | -1.1% |
| 1Y | +18.0% | +45.3% | -27.3% | +4.6% |
| 3Y | +65.4% | +21.8% | +43.6% | +51.5% |
| 5Y | +51.6% | +66.8% | -15.2% | +18.4% |
| All | +144.6% | +177.9% | -33.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling