+47.1%
ADP vs IRM
+112.1%
-65.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +2.2% | +6.8% | -4.6% | +1.8% |
| 30D | +10.6% | +2.6% | +8.0% | +10.2% |
| 3M | +12.9% | -9.5% | +22.4% | +13.6% |
| 6M | +50.6% | -8.5% | +59.1% | +51.1% |
| YTD | +23.2% | +40.3% | -17.1% | +14.4% |
| 1Y | +25.3% | +28.7% | -3.4% | +18.2% |
| 3Y | +47.1% | +111.8% | -64.7% | +17.4% |
| All | +47.1% | +112.1% | -65.0% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling