+1,054.6%
ADP vs IBB
+554.8%
+499.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.2% | +3.4% |
| 7D | +7.4% | -3.6% | +11.0% | +9.0% |
| 30D | +17.1% | +3.4% | +13.7% | +15.0% |
| 3M | +14.4% | +9.5% | +5.0% | +9.2% |
| 6M | +47.9% | +23.3% | +24.6% | +33.1% |
| YTD | +22.1% | +24.5% | -2.5% | +8.7% |
| 1Y | +21.8% | +32.9% | -11.2% | +5.1% |
| 3Y | +50.5% | +76.6% | -26.1% | +12.2% |
| 5Y | +49.6% | +35.5% | +14.1% | +24.9% |
| 10Y | +329.3% | +156.7% | +172.5% | +163.5% |
| All | +1,054.6% | +554.8% | +499.7% | +273.3% |
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