+316.8%
ADP vs IBB
+156.3%
+160.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -2.0% |
| 7D | +3.2% | -1.8% | +5.1% | +4.0% |
| 30D | +14.9% | +5.1% | +9.8% | +11.8% |
| 3M | +11.6% | +10.7% | +0.9% | +5.6% |
| 6M | +48.5% | +22.9% | +25.6% | +32.7% |
| YTD | +20.6% | +26.7% | -6.1% | +5.4% |
| 1Y | +23.7% | +35.1% | -11.4% | +4.4% |
| 3Y | +47.8% | +80.2% | -32.4% | +4.6% |
| 5Y | +47.7% | +37.8% | +9.9% | +19.6% |
| All | +316.8% | +156.3% | +160.5% | +155.5% |
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