-4.1%
APA vs IWF
+418.7%
-422.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | +0.8% | -1.7% | +2.5% | +2.4% |
| 30D | +9.6% | -1.8% | +11.5% | +11.2% |
| 3M | +18.0% | +1.5% | +16.6% | +14.5% |
| 6M | +41.9% | +7.7% | +34.2% | +27.3% |
| YTD | +86.3% | +2.7% | +83.6% | +74.5% |
| 1Y | +97.9% | +6.8% | +91.1% | +76.9% |
| 3Y | +12.8% | +76.9% | -64.1% | -42.1% |
| 5Y | +177.2% | +73.4% | +103.8% | +43.3% |
| All | -4.1% | +418.7% | -422.8% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling