+14.7%
ADP vs IYR
+29.8%
-15.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -5.5% | -0.4% | -5.1% | -5.3% |
| 30D | -1.2% | -2.5% | +1.3% | 0.0% |
| 3M | +17.9% | +1.5% | +16.4% | +17.3% |
| 6M | +20.3% | +3.9% | +16.5% | +18.1% |
| YTD | +5.8% | +9.5% | -3.7% | +1.0% |
| 1Y | -7.7% | +7.5% | -15.2% | -11.1% |
| 3Y | +14.7% | +30.8% | -16.1% | -2.5% |
| All | +14.7% | +29.8% | -15.0% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling