Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • IREN vs ADP✓SelectedUSD · ADPIREN vs ADP performance historyLatest closeAs of-3.32%09/09
Stock and ETF performance explorer

IREN vs ADP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+85.6%
ADP return
+25.9%
Excess return
+59.7%
Maximum drawdown
-95.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADPExcessAlpha
1D-3.3%-1.0%-2.3%-3.0%
7D+14.6%-5.7%+20.2%+16.5%
30D+17.1%-3.1%+20.2%+17.9%
3M-16.0%+15.6%-31.6%-23.5%
6M+16.8%+20.8%-4.0%+2.2%
YTD+20.1%+4.7%+15.4%+15.5%
1Y+50.3%-8.3%+58.6%+60.1%
3Y+871.5%+13.6%+858.0%+735.4%
All+85.6%+25.9%+59.7%+36.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling