+1,023.5%
ADP vs IYR
+700.6%
+322.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | +2.8% | -2.9% | +5.6% | +4.2% |
| 3M | +20.9% | +0.8% | +20.1% | +20.6% |
| 6M | +29.9% | +1.9% | +28.0% | +28.5% |
| YTD | +9.6% | +9.6% | 0.0% | +4.7% |
| 1Y | -5.3% | +8.1% | -13.3% | -8.9% |
| 3Y | +16.5% | +29.2% | -12.7% | +2.2% |
| 5Y | +49.4% | +4.3% | +45.1% | +44.7% |
| 10Y | +282.2% | +64.7% | +217.5% | +204.6% |
| All | +1,023.5% | +700.6% | +322.9% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling