+279.0%
ADP vs IVZ
+60.3%
+218.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -5.7% | +1.2% | -6.8% | -6.0% |
| 30D | -3.1% | +1.8% | -4.9% | -3.6% |
| 3M | +15.6% | +15.7% | -0.1% | +10.0% |
| 6M | +20.8% | +36.3% | -15.5% | +8.8% |
| YTD | +4.7% | +24.9% | -20.2% | -3.4% |
| 1Y | -8.3% | +48.9% | -57.2% | -20.2% |
| 3Y | +13.6% | +136.8% | -123.3% | -18.1% |
| 5Y | +45.0% | +60.0% | -14.9% | +15.2% |
| 10Y | +279.0% | +63.4% | +215.6% | +151.0% |
| All | +279.0% | +60.3% | +218.6% | +151.0% |
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