+1,169.0%
ADP vs IBN
+1,532.9%
-363.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.7% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | +20.9% | +17.1% | +3.8% | +17.8% |
| 6M | +29.9% | +3.4% | +26.5% | +28.8% |
| YTD | +9.6% | +2.5% | +7.1% | +8.8% |
| 1Y | -5.3% | -4.2% | -1.1% | -5.0% |
| 3Y | +16.5% | +32.4% | -15.9% | +10.1% |
| 5Y | +49.4% | +59.2% | -9.8% | +36.7% |
| 10Y | +282.2% | +345.7% | -63.5% | +190.1% |
| All | +1,169.0% | +1,532.9% | -363.9% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling