+25.3%
ADP vs IYR
+9.7%
+15.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | +10.6% | +6.6% | +4.0% | +7.6% |
| 3M | +12.9% | -1.8% | +14.7% | +13.3% |
| 6M | +50.6% | +1.4% | +49.2% | +50.5% |
| YTD | +23.2% | +10.5% | +12.7% | +16.9% |
| 1Y | +25.3% | +10.6% | +14.6% | +18.8% |
| All | +25.3% | +9.7% | +15.5% | +18.8% |
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