+95.3%
AAPL vs IWF
+65.9%
+29.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.2% |
| 7D | +4.1% | +2.8% | +1.3% | +2.0% |
| 30D | +4.0% | -7.5% | +11.5% | +9.9% |
| 3M | +16.8% | -8.5% | +25.3% | +24.1% |
| 6M | +19.4% | -7.4% | +26.8% | +25.0% |
| YTD | +31.5% | -2.6% | +34.2% | +31.5% |
| 1Y | +31.0% | -1.8% | +32.8% | +29.9% |
| 3Y | +95.3% | +65.5% | +29.8% | +16.0% |
| All | +95.3% | +65.9% | +29.4% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling