+169.5%
APA vs IWD
+728.9%
-559.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +22.8% | +0.9% | +21.9% | +20.6% |
| 6M | +17.9% | +10.5% | +7.4% | +1.8% |
| YTD | +87.7% | +23.7% | +64.0% | +37.8% |
| 1Y | +94.2% | +28.7% | +65.5% | +35.2% |
| 3Y | +27.2% | +79.7% | -52.5% | -41.2% |
| 5Y | +74.1% | +69.7% | +4.5% | -10.2% |
| 10Y | +2.6% | +211.4% | -208.8% | -67.7% |
| All | +169.5% | +728.9% | -559.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling