-0.9%
APA vs IWD
+212.1%
-212.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -3.7% |
| 7D | -8.7% | +1.3% | -10.0% | -11.3% |
| 30D | -2.4% | +3.6% | -6.0% | -9.0% |
| 3M | +19.0% | +2.3% | +16.7% | +13.0% |
| 6M | +26.8% | +13.0% | +13.8% | -0.4% |
| YTD | +87.3% | +26.2% | +61.2% | +18.1% |
| 1Y | +92.3% | +30.5% | +61.8% | +13.8% |
| 3Y | +37.3% | +86.2% | -49.0% | -57.0% |
| 5Y | +73.2% | +72.9% | +0.3% | -36.2% |
| 10Y | -0.9% | +205.0% | -205.9% | -82.9% |
| All | -0.9% | +212.1% | -212.9% | -82.9% |
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