+316.8%
ADP vs IP
+26.3%
+290.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | +3.2% | -5.1% | +8.3% | +4.7% |
| 30D | +14.9% | +8.5% | +6.4% | +12.0% |
| 3M | +11.6% | -13.8% | +25.5% | +16.1% |
| 6M | +48.5% | +5.7% | +42.7% | +43.6% |
| YTD | +20.6% | -9.1% | +29.7% | +20.3% |
| 1Y | +23.7% | -0.8% | +24.5% | +19.6% |
| 3Y | +47.8% | +14.8% | +33.0% | +26.4% |
| 5Y | +47.7% | -11.5% | +59.2% | +38.3% |
| All | +316.8% | +26.3% | +290.6% | +211.1% |
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