-4.9%
APA vs IWD
+195.2%
-200.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +3.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.5% |
| 30D | +15.7% | -0.8% | +16.5% | +17.1% |
| 3M | +16.5% | +8.0% | +8.4% | +0.3% |
| 6M | +35.1% | +18.2% | +16.9% | -3.1% |
| YTD | +82.2% | +22.3% | +59.9% | +22.5% |
| 1Y | +102.5% | +28.9% | +73.6% | +23.4% |
| 3Y | +10.3% | +71.5% | -61.2% | -59.5% |
| 5Y | +166.1% | +73.6% | +92.5% | -1.3% |
| 10Y | -4.9% | +194.7% | -199.6% | -80.5% |
| All | -4.9% | +195.2% | -200.0% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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