+776.1%
IVV vs ADM
+1,516.7%
-740.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +3.8% | -3.6% | -1.1% |
| 30D | +0.1% | +9.8% | -9.7% | -3.0% |
| 3M | +2.0% | +2.1% | -0.1% | +0.9% |
| 6M | +13.0% | +27.5% | -14.5% | +3.7% |
| YTD | +13.6% | +50.2% | -36.6% | -1.4% |
| 1Y | +20.1% | +40.6% | -20.5% | +6.0% |
| 3Y | +77.6% | +17.2% | +60.4% | +61.0% |
| 5Y | +82.5% | +61.9% | +20.6% | +45.3% |
| 10Y | +316.5% | +159.3% | +157.3% | +176.0% |
| All | +776.1% | +1,516.7% | -740.6% | +244.0% |
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