+45.8%
ADP vs IWF
+73.3%
-27.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -5.5% | +1.5% | -7.0% | -6.1% |
| 30D | -1.2% | -1.3% | 0.0% | -0.7% |
| 3M | +17.9% | +0.1% | +17.7% | +17.2% |
| 6M | +20.3% | +10.3% | +10.1% | +13.4% |
| YTD | +5.8% | +4.2% | +1.7% | +2.8% |
| 1Y | -7.7% | +9.3% | -17.0% | -13.0% |
| 3Y | +14.7% | +79.3% | -64.6% | -22.4% |
| 5Y | +45.8% | +73.8% | -28.0% | -2.6% |
| All | +45.8% | +73.3% | -27.6% | -2.6% |
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