+20.0%
IWM vs ADI
+115.4%
-95.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -2.0% | -12.8% | +10.8% | +3.7% |
| 30D | -1.5% | -11.3% | +9.9% | +3.3% |
| 3M | -8.0% | -3.4% | -4.7% | -7.4% |
| 6M | -4.1% | -12.0% | +7.9% | -0.7% |
| YTD | +11.9% | +35.3% | -23.3% | -6.0% |
| 1Y | +15.0% | +58.1% | -43.0% | -10.5% |
| 3Y | +64.2% | +127.4% | -63.1% | +0.4% |
| All | +20.0% | +115.4% | -95.4% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling