+75.4%
IVV vs ADP
+48.5%
+26.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -2.7% | +3.2% | -5.9% | -3.3% |
| 30D | -5.4% | +14.9% | -20.3% | -7.9% |
| 3M | -4.1% | +11.6% | -15.7% | -6.2% |
| 6M | +0.7% | +48.5% | -47.7% | -8.6% |
| YTD | +8.7% | +20.6% | -11.8% | +6.5% |
| 1Y | +11.0% | +23.7% | -12.7% | +7.3% |
| 3Y | +75.4% | +47.8% | +27.6% | +64.7% |
| All | +75.4% | +48.5% | +26.9% | +64.7% |
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 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