+735.8%
IVV vs ADM
+1,246.5%
-510.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -4.8% | -7.5% | +2.8% | -2.5% |
| 30D | -5.9% | -14.3% | +8.4% | -1.5% |
| 3M | -4.5% | -8.6% | +4.1% | -2.3% |
| 6M | +1.8% | -9.9% | +11.7% | +4.3% |
| YTD | +8.4% | +25.1% | -16.7% | -0.7% |
| 1Y | +9.4% | +28.8% | -19.4% | -0.9% |
| 3Y | +75.3% | +6.9% | +68.4% | +62.9% |
| 5Y | +67.8% | +25.9% | +41.9% | +44.7% |
| 10Y | +314.2% | +101.7% | +212.5% | +196.5% |
| All | +735.8% | +1,246.5% | -510.7% | +246.5% |
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 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