+10,436.7%
ADP vs IFF
+848.0%
+9,588.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.4% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | +17.9% | +18.6% | -0.7% | +11.1% |
| 6M | +20.3% | +17.4% | +3.0% | +12.0% |
| YTD | +5.8% | +28.5% | -22.6% | -5.0% |
| 1Y | -7.7% | +32.5% | -40.2% | -18.2% |
| 3Y | +14.7% | +34.1% | -19.3% | -1.7% |
| 5Y | +45.8% | -35.2% | +80.9% | +55.8% |
| 10Y | +270.5% | -21.1% | +291.6% | +252.3% |
| All | +10,436.7% | +848.0% | +9,588.7% | +3,640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling