+279.0%
ADP vs IYR
+65.1%
+213.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.0% |
| 30D | -3.1% | -2.4% | -0.7% | -1.4% |
| 3M | +15.6% | -2.0% | +17.6% | +17.4% |
| 6M | +20.8% | +2.5% | +18.3% | +18.3% |
| YTD | +4.7% | +8.3% | -3.6% | -1.7% |
| 1Y | -8.3% | +6.5% | -14.7% | -12.8% |
| 3Y | +13.6% | +29.3% | -15.8% | -8.6% |
| 5Y | +45.0% | +5.7% | +39.4% | +35.7% |
| 10Y | +279.0% | +69.2% | +209.8% | +149.7% |
| All | +279.0% | +65.1% | +213.9% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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