+1,177.7%
ADP vs IWD
+731.9%
+445.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +3.4% |
| 7D | +7.4% | -0.9% | +8.3% | +8.1% |
| 30D | +17.1% | +2.6% | +14.4% | +14.5% |
| 3M | +14.4% | +1.2% | +13.2% | +13.2% |
| 6M | +47.9% | +12.1% | +35.8% | +33.9% |
| YTD | +22.1% | +24.1% | -2.1% | +1.2% |
| 1Y | +21.8% | +28.5% | -6.7% | -2.0% |
| 3Y | +50.5% | +79.5% | -29.0% | -9.0% |
| 5Y | +49.6% | +70.3% | -20.7% | -5.0% |
| 10Y | +329.3% | +212.5% | +116.7% | +69.0% |
| All | +1,177.7% | +731.9% | +445.8% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling