+310.3%
IVV vs ADP
+322.2%
-11.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +2.6% | +2.2% | +0.4% | +1.5% |
| 30D | -2.0% | +10.6% | -12.6% | -6.8% |
| 3M | -2.8% | +12.9% | -15.7% | -8.7% |
| 6M | +2.2% | +50.6% | -48.5% | -17.8% |
| YTD | +11.5% | +23.2% | -11.7% | -1.2% |
| 1Y | +13.5% | +25.3% | -11.8% | -0.5% |
| 3Y | +78.1% | +47.1% | +31.0% | +41.2% |
| 5Y | +73.1% | +50.1% | +23.1% | +33.6% |
| All | +310.3% | +322.2% | -11.8% | +99.9% |
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