+14.7%
ADP vs IEF
+9.9%
+4.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -1.2% | -0.7% | -0.5% | -1.1% |
| 3M | +17.9% | -0.4% | +18.3% | +17.9% |
| 6M | +20.3% | -2.5% | +22.8% | +21.0% |
| YTD | +5.8% | -1.6% | +7.4% | +6.1% |
| 1Y | -7.7% | -1.3% | -6.4% | -7.5% |
| 3Y | +14.7% | +10.1% | +4.6% | +8.5% |
| All | +14.7% | +9.9% | +4.9% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling