+10,816.5%
ADP vs IP
+364.8%
+10,451.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.7% |
| 7D | -3.4% | -5.3% | +1.8% | -2.1% |
| 30D | +2.8% | -10.9% | +13.6% | +5.8% |
| 3M | +20.9% | +11.2% | +9.8% | +16.4% |
| 6M | +29.9% | -10.2% | +40.1% | +31.3% |
| YTD | +9.6% | -2.0% | +11.6% | +7.6% |
| 1Y | -5.3% | -19.1% | +13.8% | -2.5% |
| 3Y | +16.5% | +20.9% | -4.4% | +3.6% |
| 5Y | +49.4% | -17.8% | +67.2% | +46.3% |
| 10Y | +282.2% | +23.5% | +258.7% | +222.4% |
| All | +10,816.5% | +364.8% | +10,451.7% | +4,966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling