+306.5%
IVV vs ADP
+318.0%
-11.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | -2.7% | +3.2% | -5.9% | -4.2% |
| 30D | -5.4% | +14.9% | -20.3% | -11.7% |
| 3M | -4.1% | +11.6% | -15.7% | -9.5% |
| 6M | +0.7% | +48.5% | -47.7% | -18.4% |
| YTD | +8.7% | +20.6% | -11.8% | -2.7% |
| 1Y | +11.0% | +23.7% | -12.7% | -2.2% |
| 3Y | +75.4% | +47.8% | +27.6% | +38.5% |
| 5Y | +68.3% | +47.7% | +20.6% | +30.8% |
| All | +306.5% | +318.0% | -11.5% | +101.7% |
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