+594.5%
ADI vs IP
+23.2%
+571.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | +0.4% | -5.3% | +5.7% | +2.7% |
| 30D | -3.8% | -10.9% | +7.1% | +0.7% |
| 3M | -15.3% | +11.2% | -26.4% | -19.9% |
| 6M | +6.7% | -10.2% | +16.9% | +9.3% |
| YTD | +34.8% | -2.0% | +36.8% | +31.8% |
| 1Y | +49.0% | -19.1% | +68.1% | +57.5% |
| 3Y | +108.1% | +20.9% | +87.2% | +74.5% |
| 5Y | +142.4% | -17.8% | +160.2% | +141.3% |
| All | +594.5% | +23.2% | +571.3% | +425.8% |
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