+808.3%
IWM vs ADI
+756.4%
+51.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.3% | -3.8% | +2.5% | +0.1% |
| 3M | +1.6% | -15.3% | +16.9% | +7.2% |
| 6M | +13.6% | +6.7% | +6.9% | +9.5% |
| YTD | +20.8% | +34.8% | -14.0% | +6.5% |
| 1Y | +26.4% | +49.0% | -22.6% | +7.3% |
| 3Y | +60.7% | +108.1% | -47.4% | +17.7% |
| 5Y | +38.2% | +142.4% | -104.2% | -5.2% |
| 10Y | +169.5% | +589.9% | -420.4% | +25.8% |
| All | +808.3% | +756.4% | +51.8% | +189.4% |
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