+281.8%
ADP vs IWD
+198.0%
+83.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.4% |
| 7D | -3.4% | -0.3% | -3.2% | -3.2% |
| 30D | +2.8% | +0.6% | +2.2% | +2.2% |
| 3M | +20.9% | +7.2% | +13.7% | +12.8% |
| 6M | +29.9% | +16.2% | +13.7% | +11.4% |
| YTD | +9.6% | +23.3% | -13.7% | -11.4% |
| 1Y | -5.3% | +29.6% | -34.8% | -27.1% |
| 3Y | +16.5% | +70.5% | -54.0% | -32.7% |
| 5Y | +49.4% | +73.5% | -24.1% | -15.1% |
| All | +281.8% | +198.0% | +83.7% | +28.3% |
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