+69.8%
APA vs IWD
+68.9%
+0.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -15.5% | -0.5% | -15.0% | -15.4% |
| 30D | +2.4% | +2.7% | -0.3% | -2.0% |
| 3M | +22.8% | +0.9% | +21.9% | +20.3% |
| 6M | +17.9% | +10.5% | +7.4% | -0.1% |
| YTD | +87.7% | +23.7% | +64.0% | +30.8% |
| 1Y | +94.2% | +28.7% | +65.5% | +26.6% |
| 3Y | +27.2% | +79.7% | -52.5% | -50.6% |
| All | +69.8% | +68.9% | +0.9% | -22.3% |
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