+777.7%
ADI vs IWD
+726.5%
+51.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | -3.8% | +0.6% | -4.4% | -4.5% |
| 3M | -15.3% | +7.2% | -22.5% | -21.7% |
| 6M | +6.7% | +16.2% | -9.5% | -9.6% |
| YTD | +34.8% | +23.3% | +11.4% | +6.8% |
| 1Y | +49.0% | +29.6% | +19.5% | +12.0% |
| 3Y | +108.1% | +70.5% | +37.6% | +17.8% |
| 5Y | +142.4% | +73.5% | +69.0% | +36.8% |
| 10Y | +589.9% | +198.3% | +391.6% | +117.8% |
| All | +777.7% | +726.5% | +51.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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