+313.7%
ADP vs IBB
+139.6%
+174.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.7% |
| 7D | +1.1% | +2.7% | -1.6% | -0.3% |
| 30D | +11.5% | +6.3% | +5.2% | +7.9% |
| 3M | +12.0% | +11.1% | +1.0% | +5.7% |
| 6M | +43.8% | +29.2% | +14.6% | +25.3% |
| YTD | +20.1% | +30.2% | -10.2% | +3.3% |
| 1Y | +22.3% | +39.5% | -17.2% | +1.3% |
| 3Y | +43.3% | +92.3% | -49.1% | -2.7% |
| 5Y | +47.3% | +43.0% | +4.4% | +16.8% |
| 10Y | +313.7% | +137.1% | +176.6% | +145.6% |
| All | +313.7% | +139.6% | +174.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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