+780.0%
ADI vs IWF
+724.4%
+55.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | +2.4% | +1.5% | +1.0% | +0.5% |
| 30D | -6.6% | -1.3% | -5.3% | -5.1% |
| 3M | -9.8% | +0.1% | -9.9% | -9.8% |
| 6M | +15.7% | +10.3% | +5.4% | +2.1% |
| YTD | +35.1% | +4.2% | +31.0% | +27.8% |
| 1Y | +47.7% | +9.3% | +38.4% | +31.3% |
| 3Y | +114.5% | +79.3% | +35.1% | +1.6% |
| 5Y | +141.2% | +73.8% | +67.5% | +17.3% |
| 10Y | +611.3% | +410.9% | +200.4% | -18.4% |
| All | +780.0% | +724.4% | +55.6% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling