+65.6%
IYR vs ADM
+178.5%
-112.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.8% | +3.0% | -5.8% | -3.8% |
| 30D | -2.5% | +8.7% | -11.2% | -5.2% |
| 3M | -3.0% | +7.6% | -10.6% | -5.6% |
| 6M | +1.6% | +26.9% | -25.2% | -6.9% |
| YTD | +7.3% | +54.3% | -47.0% | -8.2% |
| 1Y | +5.6% | +45.7% | -40.0% | -8.2% |
| 3Y | +28.1% | +21.9% | +6.2% | +15.8% |
| 5Y | +6.1% | +67.2% | -61.1% | -19.9% |
| All | +65.6% | +178.5% | -112.8% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling