+20.0%
IWM vs ADP
+47.3%
-27.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -2.0% | +3.2% | -5.3% | -3.4% |
| 30D | -1.5% | +14.9% | -16.4% | -7.3% |
| 3M | -8.0% | +11.6% | -19.6% | -12.6% |
| 6M | -4.1% | +48.5% | -52.6% | -21.4% |
| YTD | +11.9% | +20.6% | -8.6% | +2.4% |
| 1Y | +15.0% | +23.7% | -8.7% | +3.5% |
| 3Y | +64.2% | +47.8% | +16.4% | +30.6% |
| All | +20.0% | +47.3% | -27.3% | -9.5% |
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