+166.9%
IWM vs ADM
+158.6%
+8.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.3% | +11.0% | -13.3% | -6.4% |
| 3M | +4.0% | +6.0% | -2.0% | +1.1% |
| 6M | +17.9% | +26.9% | -9.0% | +6.0% |
| YTD | +20.2% | +50.0% | -29.8% | +0.6% |
| 1Y | +25.0% | +39.6% | -14.6% | +7.2% |
| 3Y | +66.0% | +18.5% | +47.5% | +48.2% |
| 5Y | +40.0% | +62.6% | -22.5% | +0.5% |
| 10Y | +166.9% | +162.4% | +4.4% | +39.2% |
| All | +166.9% | +158.6% | +8.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling