+1,174.5%
ADP vs IWF
+682.3%
+492.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -1.3% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +11.9% | -8.3% | +20.2% | +17.9% |
| 3M | +13.7% | -5.6% | +19.3% | +17.1% |
| 6M | +46.8% | -5.4% | +52.2% | +49.4% |
| YTD | +21.8% | -1.2% | +22.9% | +19.5% |
| 1Y | +23.5% | -2.7% | +26.2% | +22.3% |
| 3Y | +44.1% | +67.8% | -23.7% | -8.2% |
| 5Y | +49.9% | +60.1% | -10.2% | -2.7% |
| 10Y | +318.8% | +392.2% | -73.4% | +16.3% |
| All | +1,174.5% | +682.3% | +492.2% | +80.4% |
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