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  • ADP vs IRM✓SelectedUSD · IRMADP vs IRM performance historyLatest closeAs of-2.08%09/04
Stock and ETF performance explorer

ADP vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,099.6%
IRM return
+9,964.6%
Excess return
-6,865.0%
Maximum drawdown
-59.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
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