+319.9%
ADP vs IWF
+383.8%
-63.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.4% |
| 7D | +2.2% | +2.8% | -0.6% | +0.2% |
| 30D | +10.6% | -7.5% | +18.1% | +15.6% |
| 3M | +12.9% | -8.5% | +21.4% | +18.6% |
| 6M | +50.6% | -7.4% | +58.1% | +55.5% |
| YTD | +23.2% | -2.6% | +25.8% | +22.1% |
| 1Y | +25.3% | -1.8% | +27.1% | +23.2% |
| 3Y | +47.1% | +65.5% | -18.3% | -7.6% |
| 5Y | +50.1% | +55.8% | -5.8% | -2.2% |
| All | +319.9% | +383.8% | -63.9% | -8.0% |
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