+1,536.1%
ADP vs IAG
+377.5%
+1,158.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +2.8% | +28.9% | -26.1% | +1.9% |
| 3M | +20.9% | +19.1% | +1.8% | +20.0% |
| 6M | +29.9% | -10.3% | +40.1% | +29.9% |
| YTD | +9.6% | +24.2% | -14.6% | +8.1% |
| 1Y | -5.3% | +116.5% | -121.8% | -8.8% |
| 3Y | +16.5% | +742.8% | -726.3% | +5.1% |
| 5Y | +49.4% | +753.3% | -703.9% | +32.5% |
| 10Y | +282.2% | +403.2% | -121.0% | +235.4% |
| All | +1,536.1% | +377.5% | +1,158.6% | +1,194.8% |
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