+1,699.1%
ADP vs IAG
+337.4%
+1,361.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.2% | -8.4% | -1.5% |
| 7D | +3.2% | +21.4% | -18.2% | +2.6% |
| 30D | +14.9% | +4.0% | +10.9% | +14.7% |
| 3M | +11.6% | +17.0% | -5.4% | +10.9% |
| 6M | +48.5% | +1.4% | +47.1% | +47.9% |
| YTD | +20.6% | +13.8% | +6.8% | +19.1% |
| 1Y | +23.7% | +55.8% | -32.1% | +20.6% |
| 3Y | +47.8% | +647.4% | -599.6% | +33.8% |
| 5Y | +47.7% | +519.1% | -471.4% | +32.6% |
| 10Y | +324.0% | +345.6% | -21.6% | +274.0% |
| All | +1,699.1% | +337.4% | +1,361.8% | +1,326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling