+69.6%
IWM vs ADI
+144.2%
-74.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.7% |
| 7D | +1.4% | +9.5% | -8.1% | -1.9% |
| 30D | +2.3% | -1.4% | +3.7% | +2.3% |
| 3M | -8.3% | +4.7% | -13.0% | -10.5% |
| 6M | -1.3% | -7.4% | +6.1% | 0.0% |
| YTD | +13.5% | +48.1% | -34.5% | -5.3% |
| 1Y | +18.4% | +69.6% | -51.2% | -6.7% |
| 3Y | +69.6% | +144.4% | -74.7% | +3.8% |
| All | +69.6% | +144.2% | -74.6% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling