+88.8%
APA vs IWD
+73.1%
+15.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.5% |
| 7D | +9.6% | +1.7% | +7.9% | +7.0% |
| 30D | -0.2% | +3.2% | -3.4% | -5.3% |
| 3M | +19.8% | +2.3% | +17.5% | +15.1% |
| 6M | +30.1% | +12.9% | +17.1% | +6.7% |
| YTD | +100.4% | +26.2% | +74.2% | +35.8% |
| 1Y | +105.2% | +28.3% | +76.9% | +35.3% |
| 3Y | +44.6% | +84.4% | -39.8% | -45.9% |
| 5Y | +88.8% | +73.0% | +15.8% | -16.1% |
| All | +88.8% | +73.1% | +15.7% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling