+10.7%
ADP vs IRE
-97.7%
+108.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.8% | +16.9% | +0.4% |
| 7D | +3.2% | -41.9% | +45.1% | +1.6% |
| 30D | +12.8% | -75.1% | +87.8% | +8.3% |
| 3M | +12.3% | -82.4% | +94.7% | +7.2% |
| 6M | +45.4% | -95.5% | +140.9% | +37.1% |
| YTD | +21.4% | -93.1% | +114.5% | +17.2% |
| 1Y | +23.7% | -97.8% | +121.5% | +19.7% |
| All | +10.7% | -97.7% | +108.4% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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