+18.5%
ADP vs IVZ
+144.8%
-126.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -3.4% | +0.6% | -4.1% | -3.5% |
| 30D | +2.8% | +4.0% | -1.2% | +2.3% |
| 3M | +20.9% | +18.2% | +2.8% | +18.0% |
| 6M | +29.9% | +32.8% | -2.9% | +24.0% |
| YTD | +9.6% | +28.7% | -19.1% | +5.2% |
| 1Y | -5.3% | +55.4% | -60.6% | -12.0% |
| All | +18.5% | +144.8% | -126.3% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling