+1,047.5%
ADP vs IWF
+727.1%
+320.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +0.5% | -4.0% | -3.8% |
| 30D | +2.8% | -0.4% | +3.2% | +3.0% |
| 3M | +20.9% | -2.6% | +23.5% | +22.0% |
| 6M | +29.9% | +9.1% | +20.7% | +20.0% |
| YTD | +9.6% | +4.5% | +5.2% | +4.6% |
| 1Y | -5.3% | +10.1% | -15.4% | -13.5% |
| 3Y | +16.5% | +77.6% | -61.2% | -28.0% |
| 5Y | +49.4% | +73.7% | -24.3% | -7.7% |
| 10Y | +282.2% | +411.5% | -129.3% | +4.4% |
| All | +1,047.5% | +727.1% | +320.5% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling