+808.3%
IWM vs ADP
+1,007.5%
-199.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.5% |
| 7D | +0.1% | -3.4% | +3.5% | +2.0% |
| 30D | -1.3% | +2.8% | -4.0% | -3.0% |
| 3M | +1.6% | +20.9% | -19.3% | -9.8% |
| 6M | +13.6% | +29.9% | -16.3% | -4.6% |
| YTD | +20.8% | +9.6% | +11.1% | +11.6% |
| 1Y | +26.4% | -5.3% | +31.7% | +26.8% |
| 3Y | +60.7% | +16.5% | +44.2% | +41.2% |
| 5Y | +38.2% | +49.4% | -11.2% | +3.8% |
| 10Y | +169.5% | +282.2% | -112.7% | +12.3% |
| All | +808.3% | +1,007.5% | -199.2% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling