+317.2%
ADP vs IRM
+524.5%
-207.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.1% |
| 7D | +0.3% | +8.6% | -8.4% | -2.2% |
| 30D | +11.6% | 0.0% | +11.6% | +11.0% |
| 3M | +15.1% | -7.1% | +22.2% | +16.7% |
| 6M | +46.0% | -7.9% | +53.9% | +47.5% |
| YTD | +22.4% | +41.3% | -18.9% | +5.1% |
| 1Y | +24.5% | +20.7% | +3.7% | +12.7% |
| 3Y | +44.8% | +112.2% | -67.4% | +0.8% |
| 5Y | +49.1% | +191.2% | -142.1% | -10.9% |
| All | +317.2% | +524.5% | -207.3% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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