+80.3%
IVV vs ADP
+43.3%
+37.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | -3.3% | +11.5% | -14.8% | -5.4% |
| 3M | -2.4% | +12.0% | -14.4% | -4.7% |
| 6M | +2.6% | +43.8% | -41.2% | -6.0% |
| YTD | +11.3% | +20.1% | -8.8% | +9.0% |
| 1Y | +13.4% | +22.3% | -8.9% | +10.1% |
| 3Y | +80.3% | +43.3% | +37.0% | +71.0% |
| All | +80.3% | +43.3% | +37.0% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling