+1,289.5%
ADP vs IBN
+1,756.6%
-467.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +1.1% | +14.6% | -13.5% | -1.1% |
| 30D | +11.5% | +23.5% | -12.0% | +7.7% |
| 3M | +12.0% | +14.0% | -2.0% | +9.6% |
| 6M | +43.8% | +31.1% | +12.7% | +37.4% |
| YTD | +20.1% | +16.6% | +3.5% | +16.7% |
| 1Y | +22.3% | +14.9% | +7.4% | +19.1% |
| 3Y | +43.3% | +56.9% | -13.6% | +31.8% |
| 5Y | +47.3% | +69.7% | -22.3% | +33.5% |
| 10Y | +313.7% | +365.4% | -51.7% | +211.8% |
| All | +1,289.5% | +1,756.6% | -467.0% | +657.6% |
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