+864.2%
ADI vs IWF
+670.6%
+193.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -1.4% |
| 7D | +9.5% | +2.8% | +6.7% | +5.9% |
| 30D | -1.4% | -7.5% | +6.2% | +9.6% |
| 3M | +4.7% | -8.5% | +13.2% | +17.9% |
| 6M | -7.4% | -7.4% | 0.0% | +2.7% |
| YTD | +48.1% | -2.6% | +50.7% | +53.5% |
| 1Y | +69.6% | -1.8% | +71.5% | +74.2% |
| 3Y | +144.4% | +65.5% | +78.9% | +29.3% |
| 5Y | +134.1% | +55.8% | +78.3% | +31.9% |
| 10Y | +632.8% | +384.9% | +247.9% | -9.7% |
| All | +864.2% | +670.6% | +193.6% | -21.1% |
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