+313.4%
IVV vs ADM
+118.6%
+194.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.3% | -11.8% | +9.5% | +1.4% |
| 3M | -1.2% | -11.3% | +10.1% | +2.1% |
| 6M | +3.3% | -10.0% | +13.3% | +5.8% |
| YTD | +12.3% | +25.9% | -13.6% | +2.1% |
| 1Y | +12.5% | +26.7% | -14.1% | +1.9% |
| 3Y | +79.2% | +8.1% | +71.0% | +65.6% |
| 5Y | +75.6% | +23.5% | +52.1% | +46.4% |
| 10Y | +313.4% | +128.2% | +185.2% | +142.6% |
| All | +313.4% | +118.6% | +194.8% | +142.6% |
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