+166.9%
IWM vs ADI
+608.4%
-441.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +0.3% |
| 30D | -2.3% | -6.6% | +4.3% | +0.8% |
| 3M | +4.0% | -9.8% | +13.8% | +8.1% |
| 6M | +17.9% | +15.7% | +2.3% | +7.8% |
| YTD | +20.2% | +35.1% | -14.9% | +1.5% |
| 1Y | +25.0% | +47.7% | -22.7% | +0.7% |
| 3Y | +66.0% | +114.5% | -48.5% | +6.4% |
| 5Y | +40.0% | +141.2% | -101.2% | -17.4% |
| 10Y | +166.9% | +611.3% | -444.5% | -5.9% |
| All | +166.9% | +608.4% | -441.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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