+309.6%
IVV vs ADM
+100.2%
+209.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -7.8% | +7.9% | +2.5% |
| 30D | -3.3% | -12.6% | +9.3% | +0.6% |
| 3M | -2.4% | -8.2% | +5.9% | -0.3% |
| 6M | +2.6% | -8.9% | +11.5% | +4.6% |
| YTD | +11.3% | +24.0% | -12.7% | +1.7% |
| 1Y | +13.4% | +26.2% | -12.7% | +2.8% |
| 3Y | +80.3% | +7.0% | +73.3% | +67.2% |
| 5Y | +72.7% | +24.9% | +47.9% | +43.1% |
| 10Y | +309.6% | +102.6% | +207.0% | +144.7% |
| All | +309.6% | +100.2% | +209.4% | +144.7% |
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 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