+48.7%
ADP vs IJR
+26.5%
+22.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +2.2% | 0.0% | +1.0% |
| 30D | +10.6% | +3.8% | +6.7% | +8.3% |
| 3M | +12.9% | -5.7% | +18.7% | +16.1% |
| 6M | +50.6% | +4.6% | +46.0% | +46.2% |
| YTD | +23.2% | +18.0% | +5.2% | +11.7% |
| 1Y | +25.3% | +21.8% | +3.5% | +11.5% |
| 3Y | +47.1% | +61.1% | -14.0% | +6.0% |
| All | +48.7% | +26.5% | +22.2% | +23.6% |
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