+735.8%
IVV vs ADP
+1,195.8%
-460.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -5.0% |
| 7D | -4.8% | +7.4% | -12.1% | -8.2% |
| 30D | -5.9% | +17.1% | -23.0% | -13.5% |
| 3M | -4.5% | +14.4% | -19.0% | -11.4% |
| 6M | +1.8% | +47.9% | -46.1% | -18.2% |
| YTD | +8.4% | +22.1% | -13.7% | -4.7% |
| 1Y | +9.4% | +21.8% | -12.4% | -3.8% |
| 3Y | +75.3% | +50.5% | +24.8% | +36.1% |
| 5Y | +67.8% | +49.6% | +18.2% | +28.9% |
| 10Y | +314.2% | +329.3% | -15.1% | +75.6% |
| All | +735.8% | +1,195.8% | -460.0% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling