+319.9%
ADP vs IVZ
+42.6%
+277.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | +2.2% | +6.8% | -4.6% | +0.2% |
| 30D | +10.6% | +3.5% | +7.0% | +9.1% |
| 3M | +12.9% | -10.0% | +23.0% | +15.7% |
| 6M | +50.6% | +4.5% | +46.2% | +46.7% |
| YTD | +23.2% | +12.6% | +10.6% | +16.4% |
| 1Y | +25.3% | +24.4% | +0.8% | +14.6% |
| 3Y | +47.1% | +150.6% | -103.5% | +3.1% |
| 5Y | +50.1% | +35.7% | +14.4% | +25.3% |
| All | +319.9% | +42.6% | +277.3% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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