+646.5%
ADP vs IEFA
+217.0%
+429.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -3.4% | +0.6% | -4.0% | -3.9% |
| 30D | +2.8% | +1.0% | +1.7% | +1.9% |
| 3M | +20.9% | +4.7% | +16.2% | +16.1% |
| 6M | +29.9% | +8.6% | +21.3% | +20.0% |
| YTD | +9.6% | +14.8% | -5.2% | -3.5% |
| 1Y | -5.3% | +22.6% | -27.9% | -21.0% |
| 3Y | +16.5% | +67.0% | -50.5% | -26.2% |
| 5Y | +49.4% | +52.3% | -2.9% | +1.9% |
| 10Y | +282.2% | +147.3% | +134.9% | +70.8% |
| All | +646.5% | +217.0% | +429.4% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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