+936.9%
ADP vs IBB
+560.8%
+376.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -3.4% | +1.4% | -4.9% | -4.0% |
| 30D | +2.8% | +10.5% | -7.7% | -1.9% |
| 3M | +20.9% | +23.6% | -2.7% | +9.5% |
| 6M | +29.9% | +22.6% | +7.3% | +17.3% |
| YTD | +9.6% | +25.7% | -16.0% | -2.3% |
| 1Y | -5.3% | +51.4% | -56.6% | -22.7% |
| 3Y | +16.5% | +64.4% | -47.9% | -9.8% |
| 5Y | +49.4% | +22.1% | +27.3% | +31.1% |
| 10Y | +282.2% | +132.5% | +149.7% | +145.3% |
| All | +936.9% | +560.8% | +376.1% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling