+141.2%
ADI vs IP
-17.2%
+158.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | +0.4% | -5.3% | +5.7% | +2.3% |
| 30D | -3.8% | -10.9% | +7.1% | 0.0% |
| 3M | -15.3% | +11.2% | -26.4% | -19.2% |
| 6M | +6.7% | -10.2% | +16.9% | +9.4% |
| YTD | +34.8% | -2.0% | +36.8% | +32.7% |
| 1Y | +49.0% | -19.1% | +68.1% | +57.3% |
| 3Y | +108.1% | +20.9% | +87.2% | +79.3% |
| All | +141.2% | -17.2% | +158.4% | +132.5% |
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