+75.6%
IVV vs ADP
+49.7%
+26.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.3% |
| 30D | -2.3% | +11.9% | -14.2% | -6.6% |
| 3M | -1.2% | +13.7% | -14.9% | -6.2% |
| 6M | +3.3% | +46.8% | -43.5% | -12.6% |
| YTD | +12.3% | +21.8% | -9.4% | +3.5% |
| 1Y | +12.5% | +23.5% | -11.0% | +2.8% |
| 3Y | +79.2% | +44.1% | +35.1% | +48.6% |
| 5Y | +75.6% | +49.9% | +25.8% | +37.4% |
| All | +75.6% | +49.7% | +26.0% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling