+1,278.0%
AAPL vs IWF
+422.7%
+855.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +0.9% |
| 7D | +3.8% | -0.9% | +4.8% | +4.8% |
| 30D | +9.9% | -1.7% | +11.7% | +11.7% |
| 3M | +12.5% | +0.7% | +11.8% | +10.5% |
| 6M | +27.6% | +8.6% | +19.1% | +15.0% |
| YTD | +22.6% | +3.5% | +19.0% | +16.2% |
| 1Y | +45.0% | +7.0% | +37.9% | +32.0% |
| 3Y | +87.8% | +76.3% | +11.4% | -4.1% |
| 5Y | +128.7% | +74.8% | +53.9% | +17.8% |
| All | +1,278.0% | +422.7% | +855.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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