+1,148.9%
IJR vs ADM
+1,328.6%
-179.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -3.1% | +11.0% | -14.2% | -7.0% |
| 3M | +4.4% | +6.0% | -1.6% | +1.7% |
| 6M | +16.1% | +26.9% | -10.8% | +5.3% |
| YTD | +20.6% | +50.0% | -29.4% | +2.6% |
| 1Y | +22.9% | +39.6% | -16.7% | +6.8% |
| 3Y | +55.2% | +18.5% | +36.7% | +38.6% |
| 5Y | +41.1% | +62.6% | -21.5% | +9.4% |
| 10Y | +167.0% | +162.4% | +4.6% | +70.8% |
| All | +1,148.9% | +1,328.6% | -179.7% | +398.7% |
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