+11.3%
IVV vs ADP
+24.1%
-12.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -0.6% | +3.2% | -3.8% | -0.5% |
| 30D | -3.7% | +12.8% | -16.4% | -3.4% |
| 3M | -2.7% | +12.3% | -15.0% | -2.5% |
| 6M | +2.2% | +45.4% | -43.2% | +2.4% |
| YTD | +10.9% | +21.4% | -10.5% | +13.8% |
| 1Y | +11.3% | +23.7% | -12.4% | +12.9% |
| All | +11.3% | +24.1% | -12.8% | +12.9% |
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 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