+131.9%
ADI vs IP
-9.5%
+141.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.6% |
| 7D | -4.4% | -3.0% | -1.4% | -3.3% |
| 30D | -2.8% | +10.6% | -13.5% | -6.2% |
| 3M | +1.5% | -13.6% | +15.1% | +6.4% |
| 6M | -4.7% | +10.4% | -15.1% | -9.5% |
| YTD | +46.8% | -6.5% | +53.3% | +46.5% |
| 1Y | +74.9% | -2.1% | +77.0% | +71.1% |
| 3Y | +147.4% | +22.0% | +125.5% | +109.3% |
| 5Y | +131.9% | -9.7% | +141.6% | +117.8% |
| All | +131.9% | -9.5% | +141.4% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling