+203.9%
IEFA vs ADM
+284.4%
-80.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +0.1% | -14.7% | +14.8% | +4.7% |
| 3M | -4.2% | -10.4% | +6.2% | -1.5% |
| 6M | +1.9% | -10.9% | +12.8% | +4.6% |
| YTD | +9.9% | +26.0% | -16.1% | +0.8% |
| 1Y | +11.5% | +26.5% | -15.0% | +2.0% |
| 3Y | +66.0% | +8.2% | +57.8% | +54.6% |
| 5Y | +47.5% | +24.0% | +23.5% | +26.5% |
| 10Y | +146.5% | +128.4% | +18.1% | +58.9% |
| All | +203.9% | +284.4% | -80.4% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling