+3,099.6%
ADP vs IRM
+9,964.6%
-6,865.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -3.4% | -0.5% | -3.0% | -3.3% |
| 30D | +2.8% | -8.1% | +10.9% | +4.8% |
| 3M | +20.9% | -9.7% | +30.6% | +23.3% |
| 6M | +29.9% | +10.0% | +19.9% | +25.3% |
| YTD | +9.6% | +43.0% | -33.4% | -1.6% |
| 1Y | -5.3% | +32.7% | -37.9% | -13.7% |
| 3Y | +16.5% | +102.7% | -86.2% | -6.8% |
| 5Y | +49.4% | +187.6% | -138.2% | +8.0% |
| 10Y | +282.2% | +420.1% | -137.9% | +131.8% |
| All | +3,099.6% | +9,964.6% | -6,865.0% | +1,116.1% |
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