+144.4%
ADI vs IWF
+65.9%
+78.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -1.5% |
| 7D | +9.5% | +2.8% | +6.7% | +6.2% |
| 30D | -1.4% | -7.5% | +6.2% | +8.5% |
| 3M | +4.7% | -8.5% | +13.2% | +16.7% |
| 6M | -7.4% | -7.4% | 0.0% | +1.9% |
| YTD | +48.1% | -2.6% | +50.7% | +53.6% |
| 1Y | +69.6% | -1.8% | +71.5% | +74.4% |
| 3Y | +144.4% | +65.5% | +78.9% | +39.8% |
| All | +144.4% | +65.9% | +78.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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