+9.5%
ADP vs IRE
-97.3%
+106.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | +1.1% | -15.5% | +16.6% | +1.2% |
| 30D | +11.5% | -70.4% | +81.9% | +7.8% |
| 3M | +12.0% | -81.6% | +93.7% | +7.2% |
| 6M | +43.8% | -94.7% | +138.5% | +36.5% |
| YTD | +20.1% | -91.8% | +111.8% | +16.7% |
| 1Y | +22.3% | -97.6% | +119.9% | +19.3% |
| All | +9.5% | -97.3% | +106.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling