-8.3%
ADP vs IYR
+6.4%
-14.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -5.7% | -0.9% | -4.8% | -5.3% |
| 30D | -3.1% | -2.4% | -0.7% | -2.0% |
| 3M | +15.6% | -2.0% | +17.6% | +17.0% |
| 6M | +20.8% | +2.5% | +18.3% | +20.1% |
| YTD | +4.7% | +8.3% | -3.6% | -0.5% |
| 1Y | -8.3% | +6.5% | -14.7% | -11.6% |
| All | -8.3% | +6.4% | -14.7% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling