+161.3%
IWM vs ADP
+327.9%
-166.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.6% |
| 30D | +1.3% | +11.5% | -10.2% | -4.6% |
| 3M | -6.1% | +12.0% | -18.1% | -12.0% |
| 6M | -0.1% | +43.8% | -43.9% | -19.3% |
| YTD | +15.5% | +20.1% | -4.5% | +2.4% |
| 1Y | +18.1% | +22.3% | -4.2% | +3.4% |
| 3Y | +74.6% | +43.3% | +31.4% | +37.8% |
| 5Y | +24.6% | +47.3% | -22.7% | -4.7% |
| 10Y | +161.3% | +313.7% | -152.4% | +24.3% |
| All | +161.3% | +327.9% | -166.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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