+279.0%
ADP vs IBN
+312.2%
-33.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -5.7% | -5.1% | -0.6% | -4.4% |
| 30D | -3.1% | -3.5% | +0.4% | -2.2% |
| 3M | +15.6% | +11.3% | +4.3% | +12.3% |
| 6M | +20.8% | +4.4% | +16.4% | +19.0% |
| YTD | +4.7% | -1.8% | +6.5% | +4.7% |
| 1Y | -8.3% | -8.0% | -0.3% | -6.9% |
| 3Y | +13.6% | +27.1% | -13.5% | +4.2% |
| 5Y | +45.0% | +54.5% | -9.5% | +25.2% |
| 10Y | +279.0% | +314.2% | -35.2% | +177.0% |
| All | +279.0% | +312.2% | -33.2% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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