+317.2%
ADP vs IWD
+202.4%
+114.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +0.3% | +1.7% | -1.4% | -1.4% |
| 30D | +11.6% | +3.2% | +8.4% | +8.1% |
| 3M | +15.1% | +2.3% | +12.8% | +12.4% |
| 6M | +46.0% | +12.9% | +33.1% | +29.2% |
| YTD | +22.4% | +26.2% | -3.8% | -3.4% |
| 1Y | +24.5% | +28.3% | -3.8% | -3.4% |
| 3Y | +44.8% | +84.4% | -39.6% | -22.9% |
| 5Y | +49.1% | +73.0% | -23.9% | -15.1% |
| All | +317.2% | +202.4% | +114.8% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling