+278.9%
ADP vs IJH
+184.0%
+94.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.4% |
| 7D | -2.8% | -1.9% | -0.9% | -1.4% |
| 30D | +0.2% | -4.6% | +4.9% | +3.6% |
| 3M | +20.5% | -1.2% | +21.6% | +21.0% |
| 6M | +28.8% | +9.4% | +19.4% | +19.2% |
| YTD | +6.6% | +13.3% | -6.7% | -4.1% |
| 1Y | -6.9% | +13.4% | -20.3% | -16.5% |
| 3Y | +16.1% | +50.4% | -34.3% | -18.4% |
| 5Y | +49.3% | +49.0% | +0.4% | +4.4% |
| All | +278.9% | +184.0% | +94.9% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling