+48,861.0%
AAPL vs IWF
+724.4%
+48,136.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.8% |
| 7D | -2.7% | +1.5% | -4.2% | -4.3% |
| 30D | +1.0% | -1.3% | +2.3% | +2.2% |
| 3M | +5.0% | +0.1% | +4.8% | +3.7% |
| 6M | +23.0% | +10.3% | +12.8% | +8.7% |
| YTD | +16.6% | +4.2% | +12.5% | +9.6% |
| 1Y | +33.4% | +9.3% | +24.1% | +18.3% |
| 3Y | +79.9% | +79.3% | +0.5% | -10.0% |
| 5Y | +109.0% | +73.8% | +35.2% | +8.1% |
| 10Y | +1,210.4% | +410.9% | +799.5% | +105.8% |
| All | +48,861.0% | +724.4% | +48,136.6% | +6,126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling