+107.2%
APA vs IWF
-1.6%
+108.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -6.6% |
| 7D | -13.0% | -4.2% | -8.8% | -15.8% |
| 30D | +2.0% | -8.1% | +10.1% | -4.6% |
| 3M | +24.9% | -5.1% | +30.0% | +20.3% |
| 6M | +7.2% | -1.4% | +8.6% | +8.1% |
| YTD | +87.1% | -0.1% | +87.2% | +97.9% |
| 1Y | +107.2% | -1.3% | +108.4% | +119.5% |
| All | +107.2% | -1.6% | +108.8% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling