+276.5%
ADP vs IJR
+172.1%
+104.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -3.4% | -2.2% | -1.2% | -2.0% |
| 30D | -0.4% | -4.6% | +4.2% | +2.5% |
| 3M | +19.7% | +0.2% | +19.5% | +19.2% |
| 6M | +27.9% | +14.7% | +13.2% | +16.3% |
| YTD | +5.9% | +18.9% | -12.9% | -6.0% |
| 1Y | -7.5% | +19.9% | -27.4% | -18.6% |
| 3Y | +15.4% | +53.0% | -37.6% | -16.4% |
| 5Y | +48.4% | +40.9% | +7.5% | +12.6% |
| All | +276.5% | +172.1% | +104.4% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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