+808.3%
IWM vs ADM
+1,330.5%
-522.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.1% | +3.8% | -3.7% | -1.3% |
| 30D | -1.3% | +9.8% | -11.0% | -4.8% |
| 3M | +1.6% | +2.1% | -0.5% | +0.3% |
| 6M | +13.6% | +27.5% | -13.9% | +2.7% |
| YTD | +20.8% | +50.2% | -29.5% | +2.6% |
| 1Y | +26.4% | +40.6% | -14.2% | +9.5% |
| 3Y | +60.7% | +17.2% | +43.5% | +43.9% |
| 5Y | +38.2% | +61.9% | -23.7% | +6.9% |
| 10Y | +169.5% | +159.3% | +10.2% | +71.3% |
| All | +808.3% | +1,330.5% | -522.2% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling