+319.9%
ADP vs IWD
+203.0%
+116.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.4% |
| 7D | +2.2% | +2.3% | -0.1% | -0.1% |
| 30D | +10.6% | +3.6% | +7.0% | +6.7% |
| 3M | +12.9% | +2.2% | +10.8% | +10.5% |
| 6M | +50.6% | +13.0% | +37.7% | +33.3% |
| YTD | +23.2% | +26.5% | -3.3% | -3.0% |
| 1Y | +25.3% | +30.1% | -4.9% | -4.2% |
| 3Y | +47.1% | +84.9% | -37.7% | -21.9% |
| 5Y | +50.1% | +73.4% | -23.3% | -14.7% |
| All | +319.9% | +203.0% | +116.9% | +36.2% |
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