+741.9%
IWM vs ADP
+1,117.9%
-376.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -2.0% | +3.2% | -5.3% | -3.8% |
| 30D | -1.5% | +14.9% | -16.4% | -9.2% |
| 3M | -8.0% | +11.6% | -19.6% | -14.2% |
| 6M | -4.1% | +48.5% | -52.6% | -25.1% |
| YTD | +11.9% | +20.6% | -8.6% | -2.5% |
| 1Y | +15.0% | +23.7% | -8.7% | -1.4% |
| 3Y | +64.2% | +47.8% | +16.4% | +25.4% |
| 5Y | +20.4% | +47.7% | -27.3% | -9.2% |
| 10Y | +168.0% | +324.0% | -156.0% | +4.8% |
| All | +741.9% | +1,117.9% | -376.0% | +66.4% |
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