+47.1%
ADP vs IWD
+85.1%
-38.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | +2.2% | +2.3% | -0.1% | +0.7% |
| 30D | +10.6% | +3.6% | +7.0% | +8.0% |
| 3M | +12.9% | +2.2% | +10.8% | +11.3% |
| 6M | +50.6% | +13.0% | +37.7% | +39.0% |
| YTD | +23.2% | +26.5% | -3.3% | +4.4% |
| 1Y | +25.3% | +30.1% | -4.9% | +3.8% |
| 3Y | +47.1% | +84.9% | -37.7% | -2.0% |
| All | +47.1% | +85.1% | -38.0% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling