+3,403.6%
ADP vs IRM
+9,521.2%
-6,117.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | +1.1% | -3.8% | +4.9% | +1.8% |
| 30D | +11.5% | -3.2% | +14.7% | +11.9% |
| 3M | +12.0% | -7.8% | +19.8% | +13.5% |
| 6M | +43.8% | -12.7% | +56.5% | +46.9% |
| YTD | +20.1% | +36.7% | -16.6% | +8.4% |
| 1Y | +22.3% | +10.0% | +12.2% | +16.5% |
| 3Y | +43.3% | +107.2% | -64.0% | +13.3% |
| 5Y | +47.3% | +181.6% | -134.2% | +6.5% |
| 10Y | +313.7% | +481.1% | -167.4% | +144.0% |
| All | +3,403.6% | +9,521.2% | -6,117.6% | +1,239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling