+1,516.7%
ADP vs IEF
+129.4%
+1,387.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.6% |
| 30D | +2.8% | -0.8% | +3.6% | +2.2% |
| 3M | +20.9% | -1.0% | +21.9% | +20.0% |
| 6M | +29.9% | -2.8% | +32.6% | +27.1% |
| YTD | +9.6% | -1.5% | +11.1% | +8.5% |
| 1Y | -5.3% | -0.4% | -4.8% | -5.5% |
| 3Y | +16.5% | +9.7% | +6.8% | +25.3% |
| 5Y | +49.4% | -8.3% | +57.7% | +32.1% |
| 10Y | +282.2% | +4.6% | +277.6% | +296.5% |
| All | +1,516.7% | +129.4% | +1,387.3% | +5,008.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling