+279.0%
ADP vs IAG
+401.0%
-122.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.1% |
| 7D | -5.7% | +1.7% | -7.4% | -5.7% |
| 30D | -3.1% | +11.4% | -14.5% | -3.3% |
| 3M | +15.6% | +33.0% | -17.4% | +15.0% |
| 6M | +20.8% | -6.0% | +26.8% | +21.0% |
| YTD | +4.7% | +24.6% | -19.8% | +4.0% |
| 1Y | -8.3% | +105.0% | -113.3% | -10.4% |
| 3Y | +13.6% | +837.9% | -824.3% | +5.4% |
| 5Y | +45.0% | +817.0% | -771.9% | +32.7% |
| 10Y | +279.0% | +425.3% | -146.3% | +244.7% |
| All | +279.0% | +401.0% | -122.0% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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