+46.7%
ADP vs IJR
+39.2%
+7.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -5.7% | -1.1% | -4.6% | -5.1% |
| 30D | -3.1% | -3.6% | +0.5% | -1.3% |
| 3M | +15.6% | +2.3% | +13.3% | +13.9% |
| 6M | +20.8% | +14.3% | +6.5% | +11.9% |
| YTD | +4.7% | +19.3% | -14.5% | -5.2% |
| 1Y | -8.3% | +22.6% | -30.9% | -18.4% |
| 3Y | +13.6% | +53.5% | -40.0% | -14.4% |
| All | +46.7% | +39.2% | +7.5% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling