+1,695.4%
ADP vs IEF
+127.6%
+1,567.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.2% |
| 7D | +0.9% | -0.8% | +1.7% | +0.3% |
| 30D | +11.9% | +2.0% | +9.9% | +13.5% |
| 3M | +13.7% | -1.1% | +14.8% | +12.6% |
| 6M | +46.8% | -1.9% | +48.7% | +44.4% |
| YTD | +21.8% | -2.2% | +24.0% | +19.6% |
| 1Y | +23.5% | -2.3% | +25.9% | +21.2% |
| 3Y | +44.1% | +11.6% | +32.5% | +57.4% |
| 5Y | +49.9% | -7.1% | +56.9% | +34.8% |
| 10Y | +318.8% | +7.8% | +311.0% | +349.0% |
| All | +1,695.4% | +127.6% | +1,567.8% | +5,532.9% |
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