+15.4%
IWM vs ADI
+74.9%
-59.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +2.8% | +13.4% | -10.6% | -1.0% |
| 30D | +0.6% | -1.3% | +1.9% | +0.7% |
| 3M | -7.8% | +6.8% | -14.6% | -9.9% |
| 6M | -1.0% | -1.9% | +0.9% | -1.6% |
| YTD | +13.9% | +52.3% | -38.4% | -6.9% |
| 1Y | +15.4% | +71.6% | -56.2% | -11.5% |
| All | +15.4% | +74.9% | -59.5% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling