+49.9%
ADP vs IBB
+43.4%
+6.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.9% | -1.4% | +2.3% | +1.3% |
| 30D | +11.9% | +6.8% | +5.1% | +8.9% |
| 3M | +13.7% | +9.2% | +4.5% | +9.4% |
| 6M | +46.8% | +28.3% | +18.4% | +31.8% |
| YTD | +21.8% | +29.4% | -7.6% | +8.2% |
| 1Y | +23.5% | +33.2% | -9.6% | +8.2% |
| 3Y | +44.1% | +90.2% | -46.1% | +2.4% |
| 5Y | +49.9% | +44.0% | +5.9% | +15.4% |
| All | +49.9% | +43.4% | +6.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling