+69.6%
IWM vs ADM
+11.2%
+58.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | +1.4% | +4.2% | -2.8% | +0.9% |
| 30D | +2.3% | -12.8% | +15.1% | +3.9% |
| 3M | -8.3% | -8.5% | +0.2% | -7.5% |
| 6M | -1.3% | -10.9% | +9.6% | -0.2% |
| YTD | +13.5% | +29.4% | -15.9% | +8.3% |
| 1Y | +18.4% | +27.5% | -9.1% | +13.1% |
| 3Y | +69.6% | +10.3% | +59.3% | +61.1% |
| All | +69.6% | +11.2% | +58.4% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling