+167.5%
IWM vs ADP
+285.0%
-117.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.4% |
| 7D | +0.1% | -3.4% | +3.5% | +1.9% |
| 30D | -1.3% | +2.8% | -4.0% | -2.8% |
| 3M | +1.6% | +20.9% | -19.3% | -9.1% |
| 6M | +13.6% | +29.9% | -16.3% | -3.6% |
| YTD | +20.8% | +9.6% | +11.1% | +12.7% |
| 1Y | +26.4% | -5.3% | +31.7% | +28.2% |
| 3Y | +60.7% | +16.5% | +44.2% | +42.6% |
| 5Y | +38.2% | +49.4% | -11.2% | +4.6% |
| All | +167.5% | +285.0% | -117.5% | +30.9% |
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