+11.3%
ADP vs IRE
-98.0%
+109.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -33.9% | +35.1% | -0.3% |
| 7D | +7.4% | -57.1% | +64.5% | +4.3% |
| 30D | +17.1% | -84.4% | +101.5% | +10.0% |
| 3M | +14.4% | -85.0% | +99.4% | +8.3% |
| 6M | +47.9% | -95.2% | +143.1% | +38.9% |
| YTD | +22.1% | -93.9% | +116.0% | +16.7% |
| 1Y | +21.8% | -98.8% | +120.6% | +17.3% |
| All | +11.3% | -98.0% | +109.3% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling