+316.8%
ADP vs IWD
+207.5%
+109.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +3.2% | -0.5% | +3.7% | +3.6% |
| 30D | +14.9% | +2.7% | +12.2% | +11.9% |
| 3M | +11.6% | +0.9% | +10.7% | +10.6% |
| 6M | +48.5% | +10.5% | +37.9% | +34.1% |
| YTD | +20.6% | +23.7% | -3.1% | -2.9% |
| 1Y | +23.7% | +28.7% | -5.0% | -4.4% |
| 3Y | +47.8% | +79.7% | -31.9% | -19.3% |
| 5Y | +47.7% | +69.7% | -22.0% | -14.2% |
| All | +316.8% | +207.5% | +109.3% | +42.6% |
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