+316.1%
ADP vs IWF
+377.5%
-61.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | +3.2% | -2.9% | +6.1% | +4.8% |
| 30D | +12.8% | -10.9% | +23.6% | +20.8% |
| 3M | +12.3% | -8.1% | +20.4% | +17.6% |
| 6M | +45.4% | -7.5% | +53.0% | +50.2% |
| YTD | +21.4% | -3.4% | +24.8% | +21.0% |
| 1Y | +23.7% | -5.0% | +28.7% | +24.6% |
| 3Y | +43.6% | +64.0% | -20.4% | -9.2% |
| 5Y | +48.7% | +56.8% | -8.1% | -3.8% |
| 10Y | +316.1% | +381.2% | -65.1% | -6.8% |
| All | +316.1% | +377.5% | -61.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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