-7.1%
IGV vs ADP
-7.7%
+0.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | 0.0% |
| 7D | -3.3% | -5.5% | +2.2% | -0.5% |
| 30D | 0.0% | -1.2% | +1.2% | +0.8% |
| 3M | +7.3% | +17.9% | -10.5% | -1.7% |
| 6M | +16.7% | +20.3% | -3.6% | +5.2% |
| YTD | -2.8% | +5.8% | -8.7% | -10.0% |
| All | -7.1% | -7.7% | +0.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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