+23.8%
IWM vs ADP
+49.5%
-25.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +1.4% | +2.2% | -0.8% | +0.5% |
| 30D | +2.3% | +10.6% | -8.3% | -2.2% |
| 3M | -8.3% | +12.9% | -21.2% | -13.3% |
| 6M | -1.3% | +50.6% | -52.0% | -19.5% |
| YTD | +13.5% | +23.2% | -9.7% | +2.9% |
| 1Y | +18.4% | +25.3% | -6.9% | +6.1% |
| 3Y | +69.6% | +47.1% | +22.5% | +35.8% |
| All | +23.8% | +49.5% | -25.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling