+1,147.8%
ADP vs IYR
+711.5%
+436.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.9% | -1.2% | +2.1% | +1.5% |
| 30D | +11.9% | +6.1% | +5.8% | +8.8% |
| 3M | +13.7% | +0.9% | +12.8% | +13.2% |
| 6M | +46.8% | +1.2% | +45.6% | +45.9% |
| YTD | +21.8% | +11.1% | +10.6% | +15.5% |
| 1Y | +23.5% | +9.0% | +14.6% | +18.3% |
| 3Y | +44.1% | +41.4% | +2.7% | +21.2% |
| 5Y | +49.9% | +6.7% | +43.2% | +43.7% |
| 10Y | +318.8% | +87.7% | +231.1% | +217.0% |
| All | +1,147.8% | +711.5% | +436.3% | +321.1% |
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