+47.1%
ADP vs IFF
+22.2%
+24.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | +2.2% | -1.8% | +3.9% | +2.3% |
| 30D | +10.6% | -9.4% | +20.0% | +11.4% |
| 3M | +12.9% | -3.0% | +15.9% | +13.2% |
| 6M | +50.6% | +5.8% | +44.8% | +50.1% |
| YTD | +23.2% | +22.4% | +0.8% | +19.9% |
| 1Y | +25.3% | +23.0% | +2.2% | +21.8% |
| 3Y | +47.1% | +21.8% | +25.4% | +37.2% |
| All | +47.1% | +22.2% | +24.9% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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