+284.5%
ADP vs IP
+23.2%
+261.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.7% |
| 7D | -3.4% | -5.3% | +1.8% | -1.9% |
| 30D | +2.8% | -10.9% | +13.6% | +6.1% |
| 3M | +20.9% | +11.2% | +9.8% | +15.9% |
| 6M | +29.9% | -10.2% | +40.1% | +31.8% |
| YTD | +9.6% | -2.0% | +11.6% | +7.4% |
| 1Y | -5.3% | -19.1% | +13.8% | -1.7% |
| 3Y | +16.5% | +20.9% | -4.4% | -1.4% |
| 5Y | +49.4% | -17.8% | +67.2% | +46.0% |
| All | +284.5% | +23.2% | +261.3% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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