+47.3%
ADP vs IWF
+54.7%
-7.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +11.5% | -10.1% | +21.6% | +16.3% |
| 3M | +12.0% | -7.6% | +19.7% | +15.3% |
| 6M | +43.8% | -6.7% | +50.5% | +46.5% |
| YTD | +20.1% | -2.5% | +22.6% | +19.4% |
| 1Y | +22.3% | -2.1% | +24.4% | +21.1% |
| 3Y | +43.3% | +68.6% | -25.4% | -1.1% |
| 5Y | +47.3% | +55.8% | -8.5% | +4.0% |
| All | +47.3% | +54.7% | -7.3% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling