+630.6%
ADI vs IP
+31.6%
+599.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.4% |
| 7D | -4.4% | -3.0% | -1.4% | -3.1% |
| 30D | -2.8% | +10.6% | -13.5% | -6.9% |
| 3M | +1.5% | -13.6% | +15.1% | +7.3% |
| 6M | -4.7% | +10.4% | -15.1% | -10.4% |
| YTD | +46.8% | -6.5% | +53.3% | +45.9% |
| 1Y | +74.9% | -2.1% | +77.0% | +69.9% |
| 3Y | +147.4% | +22.0% | +125.5% | +105.1% |
| 5Y | +131.9% | -9.7% | +141.6% | +119.2% |
| 10Y | +630.6% | +26.8% | +603.8% | +486.0% |
| All | +630.6% | +31.6% | +599.0% | +486.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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