+114.3%
ADI vs IP
-12.0%
+126.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -12.8% | -5.1% | -7.8% | -11.3% |
| 30D | -11.3% | +8.5% | -19.9% | -13.9% |
| 3M | -3.4% | -13.8% | +10.5% | +1.3% |
| 6M | -12.0% | +5.7% | -17.8% | -15.2% |
| YTD | +35.3% | -9.1% | +44.4% | +36.2% |
| 1Y | +58.1% | -0.8% | +58.9% | +53.4% |
| 3Y | +127.4% | +14.8% | +112.6% | +97.3% |
| All | +114.3% | -12.0% | +126.3% | +103.1% |
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