+1,047.5%
ADP vs IJR
+1,153.0%
-105.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -3.4% | -0.2% | -3.3% | -3.3% |
| 30D | +2.8% | -2.4% | +5.2% | +4.3% |
| 3M | +20.9% | +3.9% | +17.0% | +17.7% |
| 6M | +29.9% | +12.4% | +17.5% | +19.7% |
| YTD | +9.6% | +21.5% | -11.8% | -3.7% |
| 1Y | -5.3% | +24.0% | -29.2% | -18.1% |
| 3Y | +16.5% | +49.7% | -33.2% | -13.0% |
| 5Y | +49.4% | +39.7% | +9.7% | +15.8% |
| 10Y | +282.2% | +169.0% | +113.2% | +89.5% |
| All | +1,047.5% | +1,153.0% | -105.4% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling