+21.8%
ADP vs IP
-1.7%
+23.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.1% | +1.4% |
| 7D | +7.4% | -5.0% | +12.3% | +7.6% |
| 30D | +17.1% | +6.5% | +10.5% | +16.7% |
| 3M | +14.4% | -18.0% | +32.5% | +15.3% |
| 6M | +47.9% | +10.3% | +37.6% | +47.2% |
| YTD | +22.1% | -9.9% | +32.0% | +21.3% |
| 1Y | +21.8% | -1.1% | +22.8% | +18.1% |
| All | +21.8% | -1.7% | +23.4% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling