+84.5%
AAPL vs IWF
+75.5%
+9.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.3% |
| 7D | -0.5% | -1.7% | +1.2% | +0.9% |
| 30D | +7.1% | -1.8% | +8.9% | +8.5% |
| 3M | +12.1% | +1.5% | +10.6% | +9.9% |
| 6M | +25.4% | +7.7% | +17.7% | +16.3% |
| YTD | +20.5% | +2.7% | +17.7% | +16.5% |
| 1Y | +44.5% | +6.8% | +37.8% | +34.5% |
| All | +84.5% | +75.5% | +9.0% | +8.1% |
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