+3,800.9%
ADP vs IVZ
+1,117.8%
+2,683.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.4% |
| 7D | -3.4% | +0.6% | -4.1% | -3.6% |
| 30D | +2.8% | +4.0% | -1.2% | +1.8% |
| 3M | +20.9% | +18.2% | +2.8% | +15.4% |
| 6M | +29.9% | +32.8% | -2.9% | +19.8% |
| YTD | +9.6% | +28.7% | -19.1% | +1.8% |
| 1Y | -5.3% | +55.4% | -60.6% | -16.3% |
| 3Y | +16.5% | +135.2% | -118.7% | -9.9% |
| 5Y | +49.4% | +64.2% | -14.8% | +23.6% |
| 10Y | +282.2% | +64.6% | +217.6% | +192.0% |
| All | +3,800.9% | +1,117.8% | +2,683.1% | +1,707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling