+319.9%
ADP vs IYR
+87.3%
+232.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.7% |
| 30D | +10.6% | +6.6% | +4.0% | +5.5% |
| 3M | +12.9% | -1.8% | +14.7% | +14.3% |
| 6M | +50.6% | +1.4% | +49.2% | +48.8% |
| YTD | +23.2% | +10.5% | +12.7% | +13.7% |
| 1Y | +25.3% | +10.6% | +14.6% | +15.5% |
| 3Y | +47.1% | +41.8% | +5.3% | +10.0% |
| 5Y | +50.1% | +6.0% | +44.0% | +40.2% |
| All | +319.9% | +87.3% | +232.6% | +160.2% |
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