+711.5%
IYR vs ADM
+1,271.3%
-559.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | +6.1% | -11.8% | +17.9% | +10.6% |
| 3M | +0.9% | -11.3% | +12.2% | +4.7% |
| 6M | +1.2% | -10.0% | +11.2% | +3.9% |
| YTD | +11.1% | +25.9% | -14.8% | +0.7% |
| 1Y | +9.0% | +26.7% | -17.7% | -1.6% |
| 3Y | +41.4% | +8.1% | +33.3% | +30.1% |
| 5Y | +6.7% | +23.5% | -16.9% | -8.6% |
| 10Y | +87.7% | +128.2% | -40.5% | +24.3% |
| All | +711.5% | +1,271.3% | -559.9% | +250.0% |
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