+45.8%
ADP vs IVZ
+63.4%
-17.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.0% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | -1.2% | +3.1% | -4.3% | -1.9% |
| 3M | +17.9% | +18.2% | -0.3% | +13.0% |
| 6M | +20.3% | +38.6% | -18.3% | +10.4% |
| YTD | +5.8% | +25.9% | -20.1% | -0.7% |
| 1Y | -7.7% | +51.7% | -59.4% | -17.6% |
| 3Y | +14.7% | +138.7% | -123.9% | -13.0% |
| 5Y | +45.8% | +62.8% | -17.0% | +17.5% |
| All | +45.8% | +63.4% | -17.6% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling