+75.4%
IVV vs ADM
+6.1%
+69.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -2.7% | -9.0% | +6.3% | -2.1% |
| 30D | -5.4% | -14.0% | +8.6% | -4.4% |
| 3M | -4.1% | -9.2% | +5.1% | -3.6% |
| 6M | +0.7% | -9.2% | +9.9% | +1.2% |
| YTD | +8.7% | +24.2% | -15.5% | +6.0% |
| 1Y | +11.0% | +27.0% | -16.0% | +7.9% |
| 3Y | +75.4% | +6.6% | +68.8% | +67.5% |
| All | +75.4% | +6.1% | +69.3% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling