+322.1%
ADP vs IP
+25.2%
+296.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.1% | +2.3% |
| 7D | +7.4% | -5.0% | +12.3% | +8.9% |
| 30D | +17.1% | +6.5% | +10.5% | +14.7% |
| 3M | +14.4% | -18.0% | +32.5% | +20.7% |
| 6M | +47.9% | +10.3% | +37.6% | +41.0% |
| YTD | +22.1% | -9.9% | +32.0% | +22.1% |
| 1Y | +21.8% | -1.1% | +22.8% | +17.8% |
| 3Y | +50.5% | +13.0% | +37.5% | +29.4% |
| 5Y | +49.6% | -12.3% | +61.8% | +40.4% |
| All | +322.1% | +25.2% | +296.8% | +215.8% |
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