+99.2%
APA vs IWF
+7.4%
+91.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +2.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.7% |
| 30D | +9.3% | -1.4% | +10.7% | +8.4% |
| 3M | +23.3% | +0.4% | +22.9% | +24.5% |
| 6M | +39.5% | +8.5% | +31.0% | +51.3% |
| YTD | +87.6% | +3.7% | +83.9% | +102.3% |
| All | +99.2% | +7.4% | +91.9% | +119.7% |
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