+23.7%
ADP vs IRE
-98.3%
+122.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +39.6% | -40.8% | +0.6% |
| 7D | +3.2% | -27.2% | +30.4% | +2.7% |
| 30D | +14.9% | -75.1% | +90.0% | +9.9% |
| 3M | +11.6% | -77.9% | +89.5% | +7.2% |
| 6M | +48.5% | -94.6% | +143.0% | +39.9% |
| YTD | +20.6% | -91.5% | +112.1% | +17.9% |
| 1Y | +23.7% | -97.8% | +121.5% | +18.7% |
| All | +23.7% | -98.3% | +122.0% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling