+279.0%
ADP vs IWF
+412.6%
-133.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -5.7% | +0.5% | -6.2% | -6.0% |
| 30D | -3.1% | -1.4% | -1.7% | -2.2% |
| 3M | +15.6% | +0.4% | +15.2% | +14.2% |
| 6M | +20.8% | +8.5% | +12.3% | +12.3% |
| YTD | +4.7% | +3.7% | +1.1% | +0.6% |
| 1Y | -8.3% | +8.5% | -16.8% | -15.3% |
| 3Y | +13.6% | +78.5% | -65.0% | -31.7% |
| 5Y | +45.0% | +73.6% | -28.6% | -12.3% |
| 10Y | +279.0% | +421.3% | -142.3% | -18.3% |
| All | +279.0% | +412.6% | -133.6% | -18.3% |
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