+1,007.6%
ADP vs IJH
+1,068.3%
-60.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -3.0% |
| 7D | -5.5% | +1.0% | -6.5% | -6.1% |
| 30D | -1.2% | -3.1% | +1.9% | +0.9% |
| 3M | +17.9% | +1.9% | +15.9% | +15.7% |
| 6M | +20.3% | +11.0% | +9.3% | +10.7% |
| YTD | +5.8% | +14.7% | -8.9% | -5.1% |
| 1Y | -7.7% | +15.6% | -23.3% | -17.9% |
| 3Y | +14.7% | +52.5% | -37.8% | -17.9% |
| 5Y | +45.8% | +49.1% | -3.3% | +5.2% |
| 10Y | +270.5% | +177.7% | +92.8% | +69.9% |
| All | +1,007.6% | +1,068.3% | -60.6% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling