+741.9%
IWM vs ADI
+759.5%
-17.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -2.0% | -12.8% | +10.8% | +2.8% |
| 30D | -1.5% | -11.3% | +9.9% | +2.6% |
| 3M | -8.0% | -3.4% | -4.7% | -7.4% |
| 6M | -4.1% | -12.0% | +7.9% | -1.1% |
| YTD | +11.9% | +35.3% | -23.3% | -1.9% |
| 1Y | +15.0% | +58.1% | -43.0% | -4.9% |
| 3Y | +64.2% | +127.4% | -63.1% | +15.8% |
| 5Y | +20.4% | +114.6% | -94.2% | -14.1% |
| 10Y | +168.0% | +589.3% | -421.4% | +24.5% |
| All | +741.9% | +759.5% | -17.6% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling